I was extremely depressed during my first pregnancy. My secondary medication increased prolactin, and that led to no periods or ovulation. My doctor didn't check meds side effects, and sent me on a wild goose chase of MRP scans etc. I then read the package insert, dropped the meds (without talking to a doctor first), and was pregnant after the first period.
This was great (and planned), but it also left me with a huge problem. I had meds resistant depression, and it was after only the 8th or so secondary drug that my mood had stabilised. I was on that drug for years, and it worked. And then I wasn't, and I was pregnant, so not keen on experimenting. (Add to this vomiting for 9 months, fighting retrenchment, and having to race against time to finish a thesis - which was eventually done 9 days before giving birth.) I tried one drug, and had it increased a few times, but it didn't help much.
I did some weaning towards the end of the pregnancy, but was still on meds when I gave birth. I didn't succeed in breastfeeding, so there was no 'bridging meds', but it didn't make much difference either.
The second time round, things were a lot better. I had sorted out the meds issue fully beforehand, so nothing needed tweaking. I also saw first hand that my daughter was absolutely fine although I took meds during the pregnancy, and took my meds without giving it a second thought. My son came out happy and bouncy. (He was breastfed, but I honestly don't know if that makes a difference).
If you are worried about your mental health, you are probably worried with reason. It is much much better to stay on the meds. You probably know first hand the damage that a depressive episode can do, and how long it takes to fully recover. Having a baby is enough to deal with (even though it is brilliant, and has made me happier than I've ever been). You don't need to struggle with damage inflicted by not taking drugs.
Good luck. It's not an easy journey, but it is absolutely worthwhile.