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Unfortunately, a child alone isn't enough proof for CIC. Your tickets WILL be useful evidence, so keep those for sure. Given the fact you have so few pics and other pieces of evidence, as others on this thread have said, you will probably not be approved at this point. (I had a city hall wedding and still had nearly 100 pics of just the wedding!) It is hard to believe, but many people will wed and have a child just to show that they are genuine and use the marriage to get into Canada. There is a woman in my husband's neighborhood who did just that. Some people will stop at nothing and that is why CIC has to have so much proof. Also keep in mind that they aren't just trying to weed out people who agree to do bad things to get into Canada, they want to make sure the Canadian spouse isn't being 'taken for a ride' by the other party. That happens a lot too, and a child wouldn't disprove that possibility.

As canadianwoman and bob'swife suggest, maybe you should wait until you can gather more of the evidence that we have suggested before you try to apply for PR. Even if you had enough evidence and applied today, with the timelines in Nairobi your child will be born before the PR is approved anyway, so it is better to just wait, build up more evidence and apply later.

You can't use the DVD as proof. They only accept still photos. I think it's due to the security scans, etc.
 
One proof of a genuine relationship is trips taken to see your spouse. You have to prove these trips took place, though, and that is why your plane tickets from your trip to Kenya can be used as evidence of a genuine marriage.
Sometimes the visa officer or the appeal board judge will not believe any child is actually the child of the husband. They will say things like, "There is no proof the child's father is the sponsor's husband." Wait until they ask for DNA testing before you do it, though, because you have to use a firm CIC approves and it costs a lot.
Nevertheless, do include proof you are pregnant in the application. It is not enough proof, but it is some.