I'm in a similar position to you - 1st pregnancy not even a wheeze and this one as soon as i conceived started wheezing. It has been getting steadily worse over the pregnancy (2nd trimester now), preventative inhaler steroid dose increasing every month or so.
I got to the highest dose of inhaler steroids available and 2 months after that still using reliever too much and that not making much difference anyway so had a 5 day course of steroids. I cried when I was prescribed them and I found the side effects no fun, totally paranoid about movements too, but they seem to have worked - you may just need a longer course and that is totally ok, or it might be the effect will kick in soon, definitely see your GP though.
I recommend speaking to the asthma UK helpline, have rung them regularly in a flap about asthma and they have been very helpful and kind. You can discuss the doseage you were given with asthma UK and your inhalers. It might be that whilst the preventative inhalers are kicking in (they apparently take a few weeks to start working properly - when did you start?) - and perhaps you need a higher dose of inhaled steroids - you are on steroids too, but even if you are on steroids for the rest of your pregnancy this is OK too.
Inhaled steroids are V V V low risk to the baby because it stays mostly in your lungs where as steroid tablets do affect the baby more - but this is still fine. Fundamentally the most important thing is to get your asthma well managed and your breathing good so you are not stressed by breathing problems but much more importantly so you don't have an asthma attack as they know that is definitely very bad for the baby.
The risk of steroids is a much smaller issue for the baby than the risk of an asthma attack.
Despite having asthma for 25 years my inhaler technique was discovered to be rubbish last year so I really recommend seeing an asthma nurse at your GP to get that checked, I use a spacer which seems to make it almost foolproof but I keep learning new things like that you should wash the spacer regularly with soapy water and not rinse too heavily, also to gargle after taking it.
Asthma UK recommended I asked for a referral to a respiratory specialist and my gp has done that - apparently at my first appointment they will give me an assessment and then write to my obstetrician with their findings.
Are you under a obstetrician too or just a midwife? Now your asthma is not well managed and you are on steroids you should ask to be put under an obstetrician too, where I am the respiratory specialist will write to obstetrician with a report, together they will manage your asthma throughout pregnancy and birth.
I'm a bit confused as I read here that some birth related drugs are not compatible with asthma drugs so things have to be done slightly differently - but my obstetrician said this was wrong last week and there are no issues here. Will ask again at my next appointment.
As a precaution you probably will be given additional growth scans, I'm getting one at 28 weeks - however my obstetrician said she fully expects there to be no problems at all. Lots of women are on steroids throughout their whole pregnancy and the baby is totally fine, the main thing is your breathing gets better and you don't have an asthma attack.
I have found it all mega stressful and I hate taking drugs in pregnancy, I'm even paranoid about paracetamol and decaf tea, suffered with anxiety badly last pregnancy, but now my asthma is well managed I feel fine about that side of things and reassured that asthma drugs are fine. I think I am just very disappointed I have asthma but it is not so bad once it is well managed and fairly common and the babies are fine. When you arent worrying about your breathing constantly anymore you will hopefully feel much better, asthma is very stressful I think.
Do you think there might be some triggers you could minimise your exposure to?
Check with asthma UK that your GP has you on the right dose of oral steroids and inhaled steroids. My gp originally wanted to give me 3 days but asthma UK said no it should be 5 days.
The other thing is, straight after my 5 day course of oral steroids I was better but still wheezing etc, went to a gp who said their effect would really kick in in a few days time and he was right. I am hassling my GPs no end about my asthma and I think this is the right approach - always ring and ask to speak to one on the day or see one if you are concerned and out of hours you can ring 111.
Asthma UK reassured me that if I had an asthma attack I should just ring 999 straight away and just take my toddler with me.
You could also ask for a peak flow meter, you can then take measurements at home so you get an idea of where you are at with asthma, this is useful when speaking to doctors, though I have often found my peak flow can be fine for me but I still feel awful - I think this is also common, so your peak flow in combination with how you feel your breathing is, is important to keep a close eye on and discuss with your doctor.
At least the inhalers are all free whilst pregnant :) hope you get to well managed soon.
Sorry this is a lot of info - I have found it V overwhelming. I'm on second week of no wheezing after 20 weeks of feeling rubbish but I'm expecting I might get bad again before the end of the pregnancy but I am happy to take steroids if it happens.
Make sure you are still taking your inhalers alongside the oral steroids.