I wondered during that episode too! She was fairly pregnant when they moved in. I don't think they showed any of the Reese-Connor family at home during the six months ago flashbacks, so they could have been at the old house then. Maybe. If they were at the new house, though, then it makes no sense because Kacy would have had her baby in fewer than six months after they moved in. Actually, Kacy probably should have had her baby already. (I would love for Cameron to be there for it, and not understand this mysterious, crazy, messy human thing, but be fascinated.)