Let me start my rant with a disclosure. I am in no way giving you legal advice nor am I knowledgeable in employment law. However, based on my limited knowledge of employment law she can absolutely 100% refuse to pay you for the days you did not come into work. For those of you that are preparing to send me viruses right now, please just know that I am talking from a legal perspective and not from an empathetic friend perspective. The company policy is to call in each day when you will not be at work at least 2 hours before. This is a standard practice in a lot of companies. This entails that if you were to wake up sick or have a family emergency you could still call 2 hours before you have to be at work and let them know. As far as calling them everyday, most employers expect you to do that when your not going to be in even when no policy is in place. (assuming of course that you didn't notify them previously that you wouldn't be in for X amount of days.)
While I 100% understand your situation and I think she is a cold hearted you know what, the fact that you didn't call in to work and took time off and were also at a spa getting a massage does not fare well. The argument would be that if you are so upset over the loss of your child you wouldn't be well enough to go get a massage. In other words, if your feeling well enough to go get a massage, then you are well enough to call in sick.
That being said, I would contact a lawyer and sue the shit out of her for discrimination. Didn't she say to you at one point (when you first informed her that you were pregnant) that you should have used contraceptives? That is totally 100% harrassment and discrimination. If you can prove that she harrassed you by making comments like that and that now you are not being paid, it could easily turn into a discrimination suit.
The law sucks and often times it is not fair. But with a good lawyer you can spin any story around to your advantage. Fine you can't sue for your sick days. But you sure as hell can sue for discrimination and harrassment.
Ok now that my rant is done, I just wanted to say how sorry I am that you are going through this. We are here for you if you need to talk and def start looking for a new job.