If a woman has given birth prior to conversion, her firstborn son after conversion does not have a pidyon haben, since he is not the first issue of her womb.
In the case of a prior abortion or miscarriage, whether a pidyon would be required would depend on the stage of the pregnancy prior to abortion. A pidyon is performed in the case of a prior miscarriage or abortion within forty days of conception (usually less than 7.5 weeks calculated from the last menstrual period), or after forty days when there is no formed tissue. If in doubt, then a pidyon is required without a blessing and with the kohen having in mind to return the money.
Unfortunately, many women experience miscarriage prior to carrying a baby to term. Therefore, the lack of a pidyon haben does not reveal to a woman's community that she has had an abortion.