Is it too late for an abortion? If she is willing to do it? I don't know how the 15 year old feels about that or how you all do, but in that situation, I have no idea. I think your family has to stop protecting her because she obviously isn't feeling the brunt of being a single mother if she can just drop those kids off any time at your home where she knows they will be cared for and protected.
You may love this girl, but I believe she is taking advantage out of all of you and she's had a great teacher to show her how. Her mother allowed someone else to raise her child and when she wanted her back, just took her like it was nothing, not caring about her well-being, not caring about anything else, just her own needs. And if you look at the actions of 'Roxy' they are kinda similar are they not?
You have to break ties with this family. Its' hard and its even harder when you're attached to this child the way you are. Because the only other option you have is to take her to court and fight for custody and that is an uphill battle right there against the rights of a natural mother-- and you're going to pay the cost of it too. But if you're amily is too attached to 'nate' then I would consider it; just realized its Nate and now 2 other children.
But one thing your family has to do is stop allowing Roxy to control your lives like this. I wouldn't return her phone calls, I wouldn't help her out at all until she did exactly what you wanted if she is getting money from you; mainly get on friggin' birth control and get an education or attend a trade school. She's using these kids as anchors- you can't say no to her even though you want to becaause of the kids... and she knows this. She doesn't call her mother and ask for that crap nor her siblings. She calls you all. Well, if you consider her family then its time miss thing has an intervention. You need to stay firm and let her know whats up or else you will be stuck in this cycle over and over again.