It's not ideal. I'd be pissed, worried, scared for her, frustrated, and above all else, understanding because she would most likely feel a similar combination of anger, worry, frustration, fear, and even failure and no amount of cold shoulders, wagging fingers, and chastisement will do an ounce of good.

Not allowing a baby shower only reinforces that she's "bad" and a disappointment.

I call bullshit on the notion of it being "inappropriate" and "nothing to celebrate". That's just pearl clutching nonsense.

If my daughter gets pregnant at 16, my complete and unyielding support and understanding will be needed in droves. Conversely, scolding and passive aggressive moralizing won't do a damn bit of good.