@Bookiewook Pregnancy pillows were not around when the UK's furniture regulations came in. This means manufacturers will probably interpret what compliance means. In my view, it should mean that all three fire tests are applied, in which case there will almost certainly be some pretty nasty flame retardants present. It's quite possible, however, that a company will decide that because pregnancy pillows aren't specifically named in the Regulations, they don't need to comply at all; therefore no flame retardants. Most companies are well aware that Trading Standards are so ham-strung these days cash-wise, that they probably not get prosecuted for non-compliance.
They many decide these products are pillows for the sake of the Regulations, in which case only the fillings need to comply; which should mean less flame retardants but they'll still be present.
You can try asking the company concerned and if they say these products don't need to comply with the Regulations, you might be okay. I'd still ask them if they use flame retardants, however, since the chemical industry is very good at strong-arming companies into using flame retardants, even when they don't need to. So it is that duvets, carpets, curtains all tend to contain flame retardants even though there are no flammability requirements for these products.
To be on the safe side, I'd look outside the UK, particularly Germany and Sweden, who are strongly opposed to the use of flame retardants. Email/phone the company first or look for one that specifically informs that they don't use chemicals. You could also try California who has recently banned all flame retardants from children's products and furniture (other US states have followed suit).
You could also look for UK manufacturers advertising organic or flame retardant free pregancy pillows. Be wary though because if they're anything like organic mattress makers, they tend to cheat in one of two ways. Either they use flame retardants but say the don't or they don't use them but test to the wrong fire tests. Again, they won't tell you which it is!