The unidentified woman died at Temple University Hospital at 1:45 a.m., but doctors were able to save the life of her still-developing baby girl.
The premature baby was listed in critical but stable condition at Temple, police said last night.
The woman's murder was just one part of the puzzling case that left investigators frustrated throughout the day.
An unidentified man, who apparently was with the woman when she was shot, turned up at Frankford Hospital-Frankford with bullet wounds to the left arm, right shoulder and chest, police said.
He was transferred to Temple in stable condition, although it was not clear if detectives were able to interview him.
The fire marshal's office removed two Molotov cocktails from the shooting scene, outside a red-brick duplex that the pregnant woman and her male companion had apparently visited before the shooting. It's not clear how the explosives ended up at the scene.
"The situation is a little murky," Homicide Capt. Michael Costello said last night.
Costello said the woman "wasn't caught in any crossfire," but stopped short of calling her a targeted victim.
"We're still really sorting through everything," he said. "It's a complicated situation, but we know that a shotgun was probably used."
The mood in Frankford was slightly more frantic earlier in the day, as cops combed the streets and alleys for clues, and neighbors reluctantly discussed the killing.
One man who declined to be named said he heard the sound of car doors slamming followed by five or six gunshots. "Shotgun blasts - not anything small-caliber," he said.
As investigators passed two kids' bikes and a dog's water bowl on their way in and out of the house that the pregnant woman visited, other neighbors chimed in.
"I just heard this girl screaming and screaming, screaming something fierce," said a Griscom Street resident.
