i see this is an old post, but I'll add this anyway...
Pregnancy contraindicated Oils:
aniseed, basil, bay laurel, birch, camphor, citronella, cistus, clary sage, clove, cedar, cinnamon, cumin, cypress, eucalyptus, fennel, frankincense, hyssop, indian ginger, jasmine, juniper, lemongrass, marjoram, mugwort, myrrh, nutmeg, oregano, pennyroyal, peppermint, rose, rosemary, sage, star anise, tansy, tarragon, thyme, wintergreen
Oils safe during entire pregnancy:
benzoin, bergamot, black pepper, coriander, fir, grapefruit, lemon, mandarin, myrtle, orange, petitgrain, rosewood, tangerine, ylang ylang (use in moderation)
all oils used during pregnancy should be used in moderation and low dilution (1% or less or half the usual amount)