If I were you I would just ignore their behaviors at this point. Ignore the mil, ignore the husband, ignore any comments made by anyone and everyone. He wants to take dinner in the bedroom and close the door behind him, let him, do not question him on that. Her asking you, “kese ho gaya” about the pregnancy, tell her bus ho gaya. She asks you the same question ten times a day, giver her the same reply ten times a day. Stop letting her know she is getting to you.
Now that she spends a lot of time in her bedroom, doesn’t that give you more privacy?