When you use the ultrasound machine it shows the horse skeleton which could be referencing what jimmy wrote about on his mental evaluation to Anya. The baby is supposed to be jimmy's and Anya's, which is clear from the baby sounds and how to complete the level jimmy has to try and run away from it.

Showing how he can’t take responsibility for what he did to Anya. However, at the end of the level no matter what you do the baby/creature catches up to him showing how he can’t run away from this.