I think this sounds like a good opportunity for you to show your therapist that you are happy for her and that you actually hope she has a good five months with her new baby (even if you are sad to lose her for a little while). I think a small gift for the baby would be a very sweet gesture to demonstrate that. And maybe that will also show her that you really appreciate her as a therapist, but also as a person? And then maybe ask her some questions about her life, things you've always wanted to know but never had the courage to ask her about? I also think that if you want to bake something, you should do that.

I hope it goes well for you, and that you can make things work with the replacement therapist while she's away. I wouldn't worry about her not coming back, because she sounds like someone who cares about her job. She clearly cares about her clients.