Welcome to the harsh realities of rescue. I'll try to explain what happened to you, starting with the fact that you didn't run into a bad apple rescue, but a normal one, from the sound of it. If you choose to assume the role of rescue yourself, you will be stuck dealing with all the things you were told about, just as we rescues must day in and day out.
Most rescue organizations, being non-profit, are corporations. Incorporating is required prior to applying for nonprofit status with the IRS, and incorporating requires a set of bylaws. The majority of rescues accept one breed, as specified in its required corporate bylaws and policy statement, which brings us to the dog you obtained and wanted a rescue to take on. Maybe it's as simple as they couldn't accept that breed.
How it works: Prior to taking dogs into rescue, some preliminary work has to be done. If a dog's history is unknown, it has to be temperament tested to make sure we aren't getting a biter, a behavior which is prohibited by most insurance companies with whom we carry our liability coverage. Generally speaking, biters are no longer adoptable.
We determine whether the dog is fearful or friendly, knows any basic commands, and what vaccines it's had, if known. We need this information in order to foster the dog in the best home based on its current condition. Unhealthy dogs, or those showing few symptoms of disease, can turn out to actually have diseases such as parvo or distemper that can wipe out every dog a foster owns personally, so we take great care in evaluating its condition.
During the time a dog is fostered, usually around a month, it receives basic training to improve its adoptability; a couple hundred dollars of vaccines as required by most states; spayed or neutered for around $500; tests for Lyme's Disease, hypothyroidism and heart worm for another $200 plus $400-600 for treatment if one of those disease is present; and teeth cleaning if needed for $75-125. All that still does not include the cost of food, collars and leashes, toys and flea/tick preventatives and/or treatment. A minimum average spent per dog in rescue - if it has no medical issues - is around $750, but that figure can rapidly double or triple if any issue arises-- and it often does.
I think most rescues understand and respect pilots' expenses, and are awed by your generosity. But I wanted to point out that what we have to spend isn't exactly chicken feed either. Taking in a pregnant dog of unknown background means some kind of isolation will be necessary in order to minimize the risks to our own pets as well as to protect the coming litter. Even with that, the odds don't favor the survival of the puppies that will be born, but we go through the motions (and costs) anyway. Distemper and parvo kills so many of them.
Rescue is heart rending work and the burn-out rate is high. So unless you want to join the ranks of rescues yourself, it would be better to notify a couple rescues about a pregnant dog in need but not take it in yourself hoping that someone will take her off your hands or offer assistance because like many shelters, many of us are operating over capacity too.
I hope an inside look at rescue leaves you feeling less put out. You saw the most painful truth about rescue: that we can't save every one.