I hope this comes across the right way. I don't want to sound harsh I'm just trying to work out the legalities of things..

I have been speaking to my sales manager for several weeks on my finish date and last week wrote him an e-mail that I wanted to finish on the 30th April (using my annual leave ) and then start on my Maternity Leave shortly after.
I am aware that the payments would not start until the baby is born but should I have still been able to get this payment earlier due to my prior actions.
Im not sure what you mean by "due to my prior actions".
The way I read it, you've been made redundant before your m/l was due to start and so they don't have to pay it to you - unless you are covered by an award or contract that states otherwise.

Or unless you think or can argue that they made you redundant *because* you are pregnant - were other people made redundant too? Do you think it was genuine or could you go for unfair dismissal?