Mary's 'pregnancy' was a false one, I believe. She deluded herself into believing with all her heart that she was going to bear a child. She never bled, never passed anything, just had a swollen stomach and breasts. She calculated her dates, and stated that her baby was to be born around May 9th 1555 and in August of that year was still believing that she would produce a child.
Most courtiers didn't know what to think, and Mary's age and health would make this a very dangerous birth anyway. There seems to have been a fair amount of scepticism all the way through this time that the Queen was in fact pregnant, and a report from her head midwife, a very experienced woman, seems to confirm that those sharing her close confinement (she was in virtual purdah from the court between April and July) had great doubts about there being any baby.
Mary might well have been suffering from pseudocyesis, a rare psychological condition that causes the mimicing of certain signs of pregnancy. Menstuation ceases, (Mary might in fact have also been going through an early menopause) and the breasts become tender and even can produce milk.
Mary longed desperately for a child. She was deeply in love with King Philip, poor woman, devoted to her religion, and believed with all her heart and soul that England must return to Roman Catholicism. To secure all those things there had to be a child, preferably male.
By late August, although her heart was probably broken, Mary realised that there was not going to be a baby. She was always thin and her figure apparently returned to normal.
I actually have experience of something akin to this. When I was living in England as a teenager a family friend, a woman in her thirties, announced to family and friends that she was going to have a baby in the autumn.
She and her husband had been married for four years and he especially wanted a baby. Throughout that summer she was seen in summer dresses, with an enlarged stomach. My aunt was sceptical, stating that her tummy had become very large extremely quickly.
Then one day in the autumn she appeared in a blouse and skirt with no appearance of pregnancy at all. We lived in a small town and the talk was that her mother, with whom the couple lived, had called doctors in because of certain things her daughter had said. Her husband was devastated. They stayed together though, and two years later they did have a baby. Mind over matter!