I've had some fairly horrendous ones, and some of them have been fairly obviously old anxieties resurfacing, for example I've had a few about my ex, even though we've been split for over three years now, after a fairly traumatic split. I've also had some quite violent and distressing ones, I had one about my mum dying which was awful, and some of the really nasty ones have stayed with me for a day or two.
I would say that if you're not managing to shake off the really nasty ones after a day or two, then you should seek help, no one is going to take your baby away on the basis of struggling with some really nasty dreams, and now more than ever you do need your sleep.
If you don't want to talk to your midwife, maybe you could speak to a GP, or perhaps even book an appointment privately with a counsellor? I find that talking about the really nasty ones, even just with my other half, helps me to move past them because I see the bizarreness of them in the cold light of day and that takes some of the sting out of them for me. Bottling it up and dwelling on it just results in me getting more upset later.
I'm 33 + 1 and I'm still getting them by the way, so I'd definitely recommend you get some help with them, I doubt mine are going to go away until the baby is born at least.