You say that since you confirmed you are pregnant your manager has 'made my work life a living hell'.' Do you recall specific incidents and dates, details of what was said/done by your manager, any witnesses? I agree the whatsapp message is unpleasant and inappropriate, to constitute bullying it should be part of a pattern of behaviour.
Also I think your manager has put your employers in a risky situation due to failing to action the advice from your doctor to reduce your hours, with you subsequently being signed off with work related stress. If (as a poster above pointed out) this sick leave affects in turn your maternity pay, you have a potential case building as to the material detriment your manager's actions/failure to act have caused you. And pregnant women have significant protection in law.
I agree with the advice from nerdsville that you should think about and clarify the outcome you want. I suggest that you consider raising a grievance and consider legal action if your employer fails to use that opportunity to have been given to resolve it.
Having said all that: you are off sick at the moment and if you are unfit to work, how are you fit to go through all the stress of preparing for and attending a grievance, and effectively put your case?
Only you/your doctor can judge that…but you could consider trying to put this to one side for now and focusing on your wellbeing, then consider raising the grievance once your baby is here & you are better. If you don't want to wait until your return to work to address this, maybe you could ask for the grievance meeting to be held on a KIT day?