I thought some may find my story useful here, although anecdotal.
I had my third baby around a week ago. I received my first vaccination at 28 weeks and second at 32. Baby was born fine, no issues at all and discharged the next day. That very day my DS 2 developed a cough and turned out to have caught Covid at nursery. It's now been 7 days. My DD 9 had a positive PCR although no symptoms. Me, DP and new baby have had no symptoms and our private PCRs were all negative.
All things considered I feel relieved and made the right decision vaccinating in pregnancy. According to my GP it is likely my baby DS was born with antibodies. I feel really lucky that all my children are now well and safe and I can feel like I made the right decision for them.