"you are legally entitled to paid maternity leave" Not strictly speaking true. You are legally entitled to Statutory Maternity Pay, which the employer pays and then claims back from the government (the government pays it back the following tax year, with a small percentage extra to cover interest and admin costs) so your employer will not have to pay. Their biggest cost will be in finding someone to cover your position.
The Equality Act 2010 is extremely specific about not being able to sack someone because they are pregnant - a friend of mine just received a significant settlement because she was offered a job, told them she was pregnant, then they retracted the offer of the job. She did not even need to have started the the job for the law to protect her, let alone 2 years.
Johendy has good advice about printing off your appraisals to date as sometimes employers 'lose' stuff after an event!
You don't have to tell your employer until you hand over the Mat1B form at 25 weeks, nor are they allowed to ask you what your plans are either before the birth wrt mat leave start date or after it wrt a return to work date. You are entitled to ask for time for medical appointments but obviously this becomes more difficult if they don't know you are pregnant. It is not unreasonable under law however for your employer to ask you to make reasonable efforts to make the appointments outside of work time.
I know most of the above due to attempting to be a good and responsible employer to my one employee. A good working relationship makes things so much easier for everyone, there is no need to be a dick over these things. Women have been having babies for millions of years - your boss is not the first person to experience this!