Arizona question(s)

It wasn't explained.

Pete comments later when he finds out the baby wasn't Maggie's that he found it curious she did not take either Violet or Aunt Ana with her when she went off the Arizona to have the child. Of course, Violet would have loved to have gone but she was after all just a servant and had no say if Maggie decided against taking her. I imagine everyone just presumed Maggie went off to be alone in part because she was devastated by Pete's "death" but that she would not be alone in her "pregnancy" since she was a woman of means and would have simply just hired local nurses or companions or something. This may be why Maggie's parents are dead in the story since obviously in that situation the parents would have put their foot down but an aunt or household staff certainly cannot control a woman in her thirties. Nobody knew Sandra was with her and of course none of the family or staff knew Sandra was actually the one pregnant.

Did you notice that Violet is always ordering all the others around? She was probably told she needed to stay there and manage things in Maggie's absence.