I'd agree with the hay idea, but even if you do use straw, it would only be down for a few days and that amount of time won't hurt her. I personally don't like shavings because they are so hard to sift through a manure fork but they are better for a new baby than sawdust. I use a foaling stall with rubber mats, a thin layer of sawdust with a thick layer of straw on top of that. And I only keep straw down until the baby is dry. After that I go back to sawdust. Ideally I'd like my horses to foal on a warm day in grass but that's not always possible.