Hmmm. You should have been invited to the wedding if you have been invited to the bridal shower. But oh well, maybe it was better that way - think of it as saving yourself the hassle of buying another gift?
Regarding the baby gift after the baby is born, I believe it is up to you. Of course gifts are always welcomed but they should not be expected from the recipient. Neither should they be solicited for.
If that couple are close friends, why not send a gift despite not having sent a baby announcement? If not, you can just pay compliments the next time she shows you their newborn's baby photos.