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Bayleigh Dayton and Swaggy C concluded Big Brother Season 20 on quite a high note:

On Wednesday evening, the reality star shocked viewers by getting engaged on an emotional and intense finale.

Two days later, however, the pair got together for a YouTube video and confessed that this major high followed a tragic low just a few weeks earlier.

Bayleigh miscarried Swaggy’s baby while the CBS series was in the middle of filming.

"During our time in the Big Brother house, I did conceive a little baby, but unfortunately — and we don’t know why — but I had a miscarriage in the jury house," Dayton says in the video featured here, adding;

"It’s something that we’re still figuring out. We actually just got a chance to talk to each other about it for the first time today."

The news came as a surprise, it sounds like, but a welcome one.

"I would’ve been ecstatic if I were to have a baby," Bayleigh continued.

"It would’ve been a blessing, and we were both really excited when we found out. And we were both really, really upset when we found out we lost it. [Swaggy] knew that I lost the baby before he decided to propose, and he still decided to propose.

"So the whole people saying, ‘He’s only proposing ’cause I’m pregnant’ thing — that’s hurtful, so stop."

Swaggy reiterated this point when it was his turn to speak.

"People keep saying that I’m proposing because she’s pregnant, and that’s not the case at all," he said. "But going through that process and creating a child but also losing a child with her made me realize that this is my girl, and I’m going to marry her.

"I don’t care that we’ve only been together for 23 days. I don’t care. This is the one I wanna spend the rest of my life with."

Dayton and Swaggy became the first stars to ever get engaged on a Big Brother finale.

And, we’d have to assume, the first stars to suffer this sort of tragedy during filming as well.

As a caption to the video, Swaggy wrote the following:

We know the rumors going around. Bayleigh and I were so excited to be parents. 6 weeks pregnant.

Unfortunately, circumstances happen and we had a miscarriage. I wanna thank the HIVE for taking care of my Fiancé in the jury house during her hospital visits, and I wanna thank both of our families for keeping me sane afterwards.

Also, a thanks to CBS for making sure she was taken care of properly.  Love you all. Thank you for your support.

Check out the emotional footage now.