I have been heavily pregnant during 42 degrees & it was horrendous. I had dd1 during the UK heatwave of 2006 & I thought that was hot...stuck in hospital for a week (section) with no air con was not good. But we are more geared up for it here (Australia) but it is still very hard to do anything! It got to 42 the summer I was carrying dd2. And dd1 was at Kindy, so I had no choice but to go out in it, at the hottest time of the day, as she did mainly half days...and my car didn't have air con then!
Some advice....
Don't put your feet in cold/icy water, once taken out your body will fight to raise it's temp & you will be even hotter. You need room temp water
Spray cool water on your face every so often
Put drinking water in the freezer & take out just before completely frozen...stays colder longer & has ready made ice
Close curtains on windows that get direct sun as soon as it starts to warm up
Hold off on air con for as long as you can, to get the best benefits
Lie down when possible & do as little as possible
Keep your hair wet if you can, I found this really helped to keep me cool & as much as possible keep it off your shoulders
Try & get outside in the evenings...that was impossible here, as it was still 36+ some nights