Is there any health insurance that covers maternity/pregnancy for J-1 and J-2 visa holder in the united states? J-2 is pregnant.

Plenty of insurance companies will cover non-immigrants. It's just a matter of how much they charge, and whether they will cover pre-existing conditions (such as pregnancy). Find a local insurance broker, who will generally give advice without charge, as they will get paid a commission from brokering the deal.