Has your granddaughter had the vaccine? If so she should be fine. Pregnant women are routinely offered the vaccine and I don’t know any of my friends daughters/dils who haven’t had it, so I’m sure your gd has had it too.
Also although delta is very transmissible, she may not catch it if they were being very careful over the weekend.
I was told by a COVID ICU nurse that pregnant women are more vulnerable to COVID due to their whole system being drained to support growing the baby, so it is dangerous for pregnant women to be remain unvaccinated, but they are less vulnerable say to someone on immune suppressant drugs for example.