I agree with Batts about the info you have received about miscarriages, and particularly diabetics. EVERYTHING is higher risk for diabetics (to cover their butts for sure)... I mean take a look at tylenol/ibuprofen, it says, don't take if you are a diabetic. Seriously, tylenol? They simply have to put that on there because we will be at a higher (not high) risk than non-diabetics for a lot of things, but if you are in good control, your risk is MUCH lower. And be sure to look at the % the risks are - their is a risk with ANY type of medication, and often times those statistics are not stated correctly or in the right context. A1% chance is much different than 25%, and a lot has to do with other things in your life style (like smoking, diet, exercise, etc).
As for changing blood sugars after the pill, it is funny you mention because I was just going to post about this myself! I have been on the pill for ~5 years, and just got off of it in January. I would fluctuate like 3 days right before my period (going high), then low during my period, the rest of the month was normal while I was on the pill. After getting off the pill, especially the first month, I did experience wacky numbers that I couldn't explain. Like 1-2 weeks after stopping I was low all the time (for about a week), barely doing any insulin.. then about a week before I got my first period they were high for a week - I couldnt' seem to get them down, and I was doing a lot more insulin. This second month has been a bit more normal, but still some odd fluctuations here and there.
Remember that hormones can have a big affect on blood sugar. For 5 years my body was used to a very even, level of hormones I was getting from the pill. Then when I got off, my body didn't have that anymore, and was fluctuating hormone levels. Your body has to get used to its normal rythem of girley hormones, and subsequently your blood sugars will go along with that to some degree. You just have to try and adjust as it comes.
Don't freak out about it though, if it happens, it happens. A few higher numbers are not going to ruin your control or do a bunch of harm. Having diabetes means having some fluctuations in blood sugar, they are inevitable. The key is to not have long periods of time where they are out of control, catch and bring it down when it does. I have had diabetes for over 22 years, A1Cs usually low to mid 6's, and I do have higher blood sugars sometimes, but I have had no complications. Blood sugar fluctuations are a part of it, do your best and you will be fine!