I think if Sansa was pregnant, that we would have found out in season 6.
I think if she was though that she'd keep it personally, whether or not you agree with terminating a pregnancy or not if she aborted it, that would probably create a controversy, and Making Sansa an epic mom or something (possibly through an epilogue scene in the last episode or something) would probably be a lot easier to do than having viewers that are pro life forget that she had an abortion.
I think we could get a possible parallel to Catelyn. Even though the child is legitimate, Sansa would probably look at it as something similar to how one would usually see a bastard child; an inconvenience, just like Catelyn saw Jon as a reminder that her husband was unfaithful (or she thought that at least), Sansa would see it as a reminder of Ramsay of course. I think she'd think about it, but perhaps think to herself that while Ramsay Bolton was the father, she, a Stark is the mother, and she could possibly raise it to be a great Stark (in values if not in name) man or woman.
So while Catelyn couldn't love a child who couldn't control who it's mother was (and even wondered if her family was cursed because of it), Sansa could love a child who couldn't control who it's father was. That could symbolically be the turn around for the Stark family, and she would have an heir to boot.
This being said I think it's been too long for her to be pregnant. It wouldn't be good writing to have it show up on the tail end of the series. That's just my opinion on what she would do.
I like to think the Dreadfort is given as a gift to some supporting character. Perhaps Lord Tormund, and Lady Brienne type scenario like some other people on here are suggesting.