So she reported her female manager to HR for gossiping, which the manager can easily deny since words are different than actions. HR exists to protect the company. It's best to only go to HR when there is illegal conduct.
"HR is not like a playground teacher whose job it is to solve all problems and stop bullies from acting." https://www.cbsnews.com/news/when-your-hr-department-is-your...
Not for gossiping, for creating a hostile work environment through repeated discriminatory comments. And the manager's gender is irrelevant since women are just as capable of sexism and discrimination as men.
The original post says she understood her manager to be pushing her to remove the alleged pregnant employee from the team, because she believed she was pregnant. Rather than do something illegal herself she reached out to HR for help with the situation.