La setta (1991)

This stylishly photographed horror movie centers upon a beautiful, good-hearted schoolteacher whose life becomes a living hell after she is chosen to bear the son of Satan. Her horrible ordeal begins when an ancient enigmatic traveller places an ancient, supposedly extinct, insect up her nose. It crawls into her brain. She soon begins having terrifying dreams and more. When she learns the awful truth about her relationship with the Dark Master things get even worse. Still the baby is born and the poor woman faces a terrible and, genre-wise, surprising choice.