I work for a small company and the red-tape with H&S is a nightmare. We have only had a few pregnancies (and half of them were mine!). It is not always that easy to make sure you are conforming to every little bit of best-practice legislation - although I'm not saying you shouldn't try....
I think it is far more important (and useful to you) that your employer deals with you sympathetically, responds swiftly to any issue you raise, and offers some flexibility if necessary, rather than filling in a tickbox form and feeling they've done their bit.
If you already are confident that your job does not entail any pregnancy risk other than obvious things like lifting boxes etc which you can avoid,then TBH I wouldn't get too het up about it.
My view on this changes completely however if you are doing a job which does or may entail genuine risk, particularly like Worley where you cannot necessarily know the risk. The employer obviously then has an absolute obligation to investigate and explain conclusions.