HELP?! Couldn't relocate with job due to pregnancy now we're having problems getting unemployment?

I was 8.5 months pregnant and my husband was given the option to relocate with his company or (pretty much) quit. we didn't have the money to relocate due to paying medical bills out of our pockets. He went and found a new job but that company went under so now we're having to file unemployment. They're not wanting to give us the umemployment due to him "quitting" his old job. What do we do? We have 2 young children and bills to pay. We've been looking for jobs and there isn't much going on in las vegas. We have never been through this before. We're unfortunately a statistic now.