Pregnancy is considered an absolute contraindication to scuba diving, so this is a no-no.
While there aren’t any direct studies on pregnant people scuba diving, the American College of Obstetrics and Gynecology and the Divers Alert Network don’t recommend scuba diving at any point in your pregnancy. When scuba diving even in shallow waters, small bubbles can get into your vasculature. While adult lungs can clear the tiny bubbles, fetal lungs can’t.
In utero, the circulation of the blood bypasses the fetal lungs because the blood gets its oxygen in the placenta. This lack of filtration could in theory lead to gas embolism in the baby, which could be fatal.