"At this point I just feel like giving up and not even doing this anymore. Doesn’t matter how nice I am or what I do ..."

You just figured it out. Bending over backwards for someone else's child is NOT your job, and gets you nowhere. So adjust your course, take several big steps back from this kid, and start treating her as you would the neighbor's kids. Be civil, but reroute her to her dad for all her needs. She's HIS responsibility, NOT yours, and is never going to appreciate you.

It is not your responsibility to raise this child. You are not responsible for the type of person they grow up to be. 

The mother in me wants to naturally help guide and raise SKs. Reality has taught be differently. I thought being a good partner meant working as a team to raise the children. 

Being a steparent I have learned to toss common sense right out the window and just smile and nod at whatever decisions Thier parents make and that being a good partner as a steparent is minimizing conflict by keeping my two cents out of it.

All I focus on is basic respect in our home, nothing more. Everything else is none of my concern. It's actually very liberating once you get used to it and leaves me so much more time to focus on myself.

It's funny how when you step outside of your box you see things differently and your role more clearly. As a steparent your relationship with your stepkids is no more meaningful that an Aunt, cousin or family friend. I have realized at least in my case, that those individuals boundaries have always been different. They know SKs have serious issues, beyond that of normal children. Many have discussed these things with me. But not one person has ever said a word nor ever would to SO about his kids. I assume this is because they do not feel it's Thier place to do so and that is would hurt Thier relationship with SO. I have adopted the same practice and boundaries.

It bothered me that you referred to your unborn child as SD's brother...not your son, or our son, but her brother. Sounds like you have been brainwashed to believe that SD is the only thing that matters in this relationship.

You and your SO are in this relationship, SD is his daughter and soon you will have your son, children are a bonus to a relationship, they are not the foundation of it. Remember that and stop allowing SD to be the focus of your relationship.

Just a thought to maybe help you see this objectively.. or even a bit from the child's point of view.

I'm sure you do a whole lot for her... You spend your time and resources to care for her when that isn't your job.  But, from a child's perspective, they are supposed to be taken care of.  They don't necessarily have some built in gratitude because you took time from your day to put macncheese in front of them.. or wash their clothes.. or buy them new underwear.  They have an expecation that their parents will provide their needs.. and by extention when you do something that would otherwise be a parent's responsibility.. you are just doing something the child feels entitled to... to an extent.  Sure, they should be thanking you and their parents for an "extra" treat.. they should be taught to show that gratitude.  But, I don't think many kids thanked their parents for doing their laundry.. or packing their school lunch.. or driving them to a friend's house... 

The person who should be thanking you for your input is your partner.  You are taking a load off of them by doing these things for their child.

Now, the child is 10.. young.. but old enough to know when they may be hitting a nerve.. and to an extent with you being pregnant.. there could be a bit of insecurity going on with her.. that maydrive a bit of it.  Her father should correct her and call her on these things.  like "you know this ... why would you say something else?"  or whatever she is doing that appears aimed at attention seeking.

You are not her parent. You are pregnant, so you might be feeking extra tired and stressed out, so take a break, give yourself some time away from doing for this SD10. She is learning how to push your buttons - kids do that, however I feel like she is probably acting out because she wont be the only child once this baby is born and it will take attention from her.

Your boyfriend needs to call her on things, because if she is doing these kinds of things now, without him intervening it will get worse. He needs to take a bigger load in parenting her on his time, so that you dont feel so tired and stressed. Meaning STOP doing EVERYTHING for her. Trust me, you will not get any gold stars or trophies from this, and she is simply being a kid and accepting what you do for her.

MY SD14, shes very kind and sweet, and mostly appreciative, but when she was 10, she just accepted what I did for her as just another person doing for her, as part of the parental "unit". Her father needs to show her how to express gratitude. Those things are taught.

So, step back, for your own sanity. No gold stars for doing everything...

I spent many many years falling over backwards for my two SD's, and they simply took it all for granted, showed little (sincere) appreciation and treated me like total garbage 

Best thing I ever did is disengage. I think of them as no more than a difficult or backstabbing coworker....someone I need to not have huge conflicts with so smile and wave and try to be a team player but outside of that I have nothing to do with them. Not my family, not my friends, and not someone I waste any time worrying about other than what's needed to get along when I'm forced to be around them, and then avoid anything to do with their bad energy after that!