The important thing to remember is that while, sadly, miscarriages are common, most women who miscarry go on to have normal, healthy pregnancies.
We spoke to Ruth Bender Atik from The Miscarriage Association to find out more about second miscarriages and losing a baby later in pregnancy.
How common is it to have 2 miscarriages?Ruth says: 'Around 1 in 4 pregnancies end in miscarriage, so having 1 is very common, but it's difficult to say how many women have 2 miscarriages, because I don't think anybody has done the sums.
'It will be a fairly large number of women who have 2 miscarriages, they could have 2 in a row or they might have healthy pregnancies in between. Having 3 in a row is far more unlikely - this happens to around 1 in 100 women.'
Can you ever tell what's caused a miscarriage?Ruth says: 'More than 60% of miscarriages in the first trimester are caused by a random problem that just occurred by chance. These are unlikely to repeat in a later pregnancy. So you wouldn't usually be offered any investigation unless you've had 3 miscarriages in a row.
'However, after a second trimester miscarriage - which is what Lily has had - it's more likely that you would be offered investigation, because there's more chance of finding out what caused the miscarriage.'
'After a second trimester miscarriage you could have a post mortem on the baby which might be able to tell you why the baby died. You could also have tests done on tissue, chord blood and on you and your partner.'
What will doctors be telling Lily now?Ruth says: 'It's likely that Lily will have been offered some tests as her miscarriage occurred so late. Some women decide that they don't want to put their baby through a post mortem, so Lily may not even have had any tests.'
Ruth explained that if Lily did decide to have some tests and a cause of the miscarriage was found, there are several different scenarios she could be facing.
It could just be that there was a problem that's unlikely to recur, so it doesn't need any treatment.
It could also be that the problem is likely to recur, but doctors can treat it. It's possible that there's a problem that's likely to happen again but it can't be treated.
Where can I get help if I've had a miscarriage?Miscarriages are very distressing and it's normal to feel anxious and scared if you've had one. There is help and support available - try The Miscarriage Association. Your GP will also be able to help you.
Many women who've had a miscarriage also find later pregnancies quite distressing as they're anxious - if this is affecting you then make sure you have plenty of support and someone to talk to, whether that's your partner, your midwife or someone else.