First question is when is your holiday year?
Many employers won't let you carry over annual leave so if it's April to March then this year's annual leave must all be taken by 31 March.
How long do you want to take off overall? If it's the full year plus your year's annual leave this can be tricky (especially with a May due date and April holiday year start).
Technically your mat leave starts when baby is born which in most cases you don't know in advance. If you planned to work up to you having baby then it's fine to say you will start leave when you go into labour but if you want to have AL first it's risky in case you give birth before you use all your AL up and could loose it (as above, some may allow you to carry over to next leave year if you are off over the period ie in April to March example but some won't).
If your holiday year is jan to December and you only want to take a few months leave then you could go off on leave now (or of course closer to due date) and ask for mat leave to start when baby is born then have remaining leave paid at end of mat leave (you would need to return to work at the end of this period, you can't return to SMP) - be careful not to leave yourself with not enough leave for the rest of the holiday year ie next Christmas.
Here is what happened to me with my 2nd.
Due early May. Holiday year Apr to March. I wanted to take full 52 weeks off plus annual leave. I couldn't take leave from 1 April until due or born (good job as born 11 days early) as there wasn't enough time to use my 33 days and my mat leave would end after 31st March the following year so I couldn't use what was left at end of leave (unless I didn't take the full 52 weeks).
I ended up having to start my mat leave at earliest opportunity which was 29 weeks so mid feb. 52 weeks leave took me to mid feb following year and miraculously 31 working days took me to exactly 31 March 😀 then it was early Easter so I actually went back to work on the 6th April.