We had a niece and her husband go through this when trying IVF. Though we suspected that were almost-successes, there was only one announcement of an upcoming birth because they knew not to say anything until the pregnancy was absolutely, definitely, for sure going to happen... and then they lost the baby anyway.

I don't remember their first daughter getting a rainbow baby shower (it was during COVID, it was very low key), but I like the concept. And they've had a second daughter since.