Haley was not pregnant for nine months according to the time line of the show, but a premature birth was not part of the plot. She and Nathan were separated until after the basketball season began, which would have been around mid-November. Jamie was born on graduation day, which in mid-June would make Haley only seven months pregnant.
At the going away party when the girls are dancing to Spice Girls, Haley's shoes switch back and forth between high heels and tennis shoes