You handled the situation w/grace and dignity. If the in-laws want to know more about the situation, they can ask their son about it. Of course, he will have a different tale or completely change the subject w/them, but at least they now know that something isn't right in Denmark, so to speak.
You do not need to explain anything more to them at this time. They can piece together what is going on and go from there. If they ask questions, then you can answer them, but until they do...I wouldn't say another word.
In time, once the dust settles, you may decide to go visit them again. After all, you are the mother of their grandchild. For now, keep the focus on you and your child. Life has a way of working things out and there's no need to bring worry to your door about your in-laws and what they think.
Sit quietly, the answers will reveal themselves when you least expect them to. The past is gone, the present is a gift and you need to focus on today, allow the future to reveal itself when it is ready.