With regards to having been pregnant and having the IUD still inside a woman's womb is dangerous. When feeling that you are pregnant or if you are not yet sure, it is just possible that it is only a symptom of pregnancy as copied by the hormonal change in the woman's body because of the IUD. The IUD could alter some reactions that lead to a woman feeling like being pregnant.
And if in fact, the woman got really pregnant while the iud is still inside, a visit to the doctor would be advised since that's an odd case and is dangerous.