Why don't you find out first if they can actually meet the financial requirement? If they can, then all of this is a moot point anyway.
Does that mean if she gave birth in the UK she would have a case?
No, because she would need to get the spousal visa first before she could come to the UK to give birth. My whole point was that there is no way she would be able to qualify that way because there's no way they would have a case.
If she entered as a visitor, she would not be covered by NHS healthcare and would have to pay out of pocket for her medical treatment. Also, if UK immigration realised that's what she was doing (coming to the UK to give birth so she can try to stay), she could be refused entry and sent back to Columbia.
If she did get into the UK and gave birth, she would then be trying to apply for a visa illegally in the UK as a visitor, which will be automatically refused, and they would have a long immigration battle ahead of them... possibly taking years and costing thousands... to try to make a case.
But then in order to have a case, they would have to prove that the child is severely disabled and cannot be moved or get medical treatment in any other country.
Could they move to an EU country, is there a way around it that way? She actually lives and works in Mexico but from Columbia.
They could move to an EU country, but then Brexit might put a stop to that possibility anyway, and also they would not be able to use the EU route to get back to the UK as they have now restricted/shut down the Surinder Singh route.
Whether she works in Mexico or Columbia is irrelevant. If her UK partner does not meet the financial requirements, and they have no other way to meet them (savings, non-employment income), they cannot move to the UK.