When I've done SW previously there was a pregnant lady who came to group and like you I'm sure that I've heard you can do it whilst pregnant. If you could even get to one group session to join, get all the info and ask the questions it may be worth it. Or call the number on the website to query.
You need to have a slightly different plan with more healthy extras I think if you're pregnant. Can you get along to one group to join and get info etc? It would be cheaper than online anyway. I think you might need a letter from your midwife though, but not sure.
My midwife recommended slimming world to me. I tried to join online today, wrote in my height, weight, date of birth. Ticked the pregnant box and came to a screen which said that I couldn't join until after the birth. I thought you could do slimming world while pregnant. I'm wondering if it's just the online membership you can't do. I can't get to a group though as the 2 near me are on in the evening which doesn't fit in with the DC's. Should I try again and tick the not pregnant box?