They eat fruit, but very small dose compared before.
Nothing changed in their diet but compared before the fruits are 50% less.
Its natural you cant do nothing to avoid it.
so in that case their diet has totally changed if they are getting 50% less fruit and veg! Thats the most important part of their diet. The male has probably decided he doesnt want to eat fruit cos he will get insects instead. I never offer mine insects as their isnt very much protein in insects anyway, so the fact your pregnant female is eating mostly insects means she is not getting the nutritional requirements that she or the youngsters need.
Year round mine eat fruit and veg mix, even when the temperature drops slightly. Only thing i do different in the winter to the summer is put more fleecy bedding in for them or up the quantities of their food. If the temperature in your room has dropped to the extent they are needing to rely on fat reserves then the temperature is way to cold for them.
Put more bedding in for them and warm the room temperature up. Your female will be losing alot of energy nursing or growing joeys, so she will be at most risk if she is not getting the correct diet, which she is not....