Where an employee takes annual leave prior to their maternity leave, but gives birth early, will their maternity leave still start after the period of annual leave?

No. Maternity leave is automatically triggered by childbirth and will start on the day following childbirth, even if it is premature. Given that it is not possible for employees to take annual leave and maternity leave simultaneously, if an employee gives birth while they are on annual leave, their annual leave will cease and their maternity leave will commence.