if a doctor’s office verify to an employer that their employee was not seen for an appointment, does that constitute a HIPPA violation?

So long as the reason for your visit was not disclosed, then no law has been broken. Providing details of a doctor's visit would breach HIPPA, however merely verifying that a patient had an appointment would not. The fact is that an employer has the right to such information so as to confirm the proper use of sick time. Further, not all empoyees need be treated the same absent some form of actionable discrimination. However, discrimination is not a factor here since you did not indicate that your treatment was due solely to your pregnancy; it appears that youe empoyer was suspicious of your false claim of a dostor's appointment. And in fact, you did make a false statement regarding the use of your sick time. Finally, due to falsifying information, you were terminated for "cause". Accordingly, you are not entitled to unemployment benefits.

No, it is not a violation if HIPPA or any other law: while they can't get the details of why a doctor saw you or what your condition was, there is nothing illegal about verifying whether you were seen by the doctor at all. Employers have a right to verify the use of sick days and ensure they were  used for the proper reason--which yours were not.
The fact that you are pregnant is wholly irrelevant: you have no claim for discrimination when you in fact committed a fraudulent act and were terminated for good cause.
And becase you were terminated for good cause--for doing something, like lying to your employer and stealing paid time off to which you were not entitled (since you did not use it for what you claimed)--you have no right to unemployment benefits.
Count yourself lucky: falsying doctor's notes is a crime, and you could have faced charges as well.