Hi, had my first baby when me and my partner were engaged and the babies name badge just read "baby of" and had my maiden name. Even though we named her the minute she was out. This has no effect on what you name the baby though as you have to go your local register office after the baby has been born to name it.
we've still kept the name tag too as think it is a nice reminder also i think it is a nice story to tell her, as it means that she actually got to be at mummy and daddy's wedding too (even though she won't remember being there as she was only 9 months old)
Our next baby is due in 2 days and i'm assuming that this one will be "labled" "baby of" and have my married name as we are married now.
Em