Gemsie I know how you feel! Am currently 26 weeks but found those beginning weeks very hard because of tiredness. I pushed myself too hard and ended up injuring myself, so my advice to you would be to try not to worry about the Zumba and Spin, and focus on low impact exercise like swimming, yoga and pilates. Yes, they're not as invigorating, but that might help you keep going for longer.
Also, listen to your body and take it easy for a week or two if you need to. It sounds like you are very fit and this will be frustrating, but I really wish I had done that as I'm now finding exercise very difficult - all sacrificed for that cardio hit early on!
In particular, I was a fanatic runner. Did something very painful to my thigh at 14 weeks and have had trouble walking (let alone running) since then. Not good.
On another note, does anyone further down the line have any tips for fatigue? At 26 weeks I am trying to go to the gym three times a week (swim once, pilates once, cardio and weights once), for about an hour. This seems to me like the bare minimum, but often I am so exhausted afterwards that I cannot function for the rest of the day. What am I doing wrong? I'm not even pushing myself very hard.