I think that that would depend on your concept of what a soul is, and when it comes into being. If the soul, and life, begins at the moment of conception, then, yes, Connor's soul should have been influencing Darla from the moment that she became pregnant. Apparently, Joss and the writers were of the opinion that the soul manifests itself only shortly prior to actual birth. I believe the former, so, yes, in my opinion, Darla should have been feeling the effects of Connor's soul from the beginning.
Maybe a compromise would be to assume that Connor's soul required time to gain influence over a vampire of Darla's age and power.