If the mare has early, active infection (while s neurona is replicating in the blood vessels) then it would be theoretically possible to pass the infection on to the fetus, although I would have to look further into equine placentation/ immunity to say for sure.

If the mare has inactive infection (cysts in the central nervous system but with antibodies in the bloodstream) it would be unlikely.

If the mare has been treated and no longer carries the protozoa, then no, she cannot pass on the disease, even if she still has symptoms from damage to the nervous system. The question at that point is more whether she is physically able to carry the pregnancy safely (due to issues with strength and balance).