I did this. Interviewed when I was 10 weeks and started at 17 weeks. I told them at 21 as I'd started showing then and hoped I'd made a good enough impression in 4 weeks to stay on. I figured if I hadn't I would explain the blip on my cv as not wanting to burden a firm with my pg.
I'm high risk so had at least 1 hospital appointment in that time and just said I had a hospital appt and would make up time later that day which I did. I don't feel the need to burden work with the ins and outs of my hospitals appts (and I unfortunately have quite a few). I just find ways of doing work during them and working to make up the time either in the office or at home, irrelevant of whether they're pg related or my more major underlying condition. I had a mc while working and simply told them that I was having a minor operation under general anaesthetic and needed 2 days off. That was enough information for them. (I probably should have taken longer but that's another matter)
The no time off in training is to discourage holidays, other commitments etc. Medical appts and sickness are unlikely to invalidate it. Why not do the early morning and just be a bit late? Scans are quite quick particularly if you're first on the list. Or just inform your new employer and say that of course you'll digest the notes/handouts and catch up on what you've missed to the best of your ability.
If you want to find a way around it why not see if you can arrange both for now? I'm assuming the scan is a dating one? I had mine for ds1 at 10 weeks. If the mw appt is a booking in one it can definitely be done well in advance. If a routine one why not see if there is an option to do it through your gp practice at a better time? Also this is probably a bit impractical now but unless you're really set on the hospital you're going to you might find there are others who do convenient early morning times.
Good luck it's not easy.
Personally I wouldn't tell them you're pg so early in a relationship. Not wishing any ill luck on you but not every pg sadly ends in a baby. While honesty and openness are positive traits, and every employer employing a woman in their fertile years knows this is a possibility no one is thrilled to learn that the person they've just employed to fill a position is going to be working at sub-capacity and will create a 6month-12 month employment problem (because there aren't that many Xenia's out there) which potentially may end in them not returning (I'm assuming it's your dc1?). It will give you more legal protection informing them early but the cost may be the work you get and your perception within the organisation (dependant on what they're like).
When you tell them (either before you start or after) talk to your immediate boss first, face to face, stress your commitment to return, and then let them handle the internal procedure but confirm your discussion in a polite email to him/her cc HR. Also (not practical if you haven't started) try to have some ideas to suggest on how best to cover your maternity leave. It is not obligatory but shows you're thinking about the employer's position.