My wife and I did a tandem tour in Europe when she was about three months pregnant. She definitely had way less energy than normal, so we kept the days shorter and just set our expectations accordingly. Obviously she wasn't as far along as you'll be, but I'll ask her if there were any other issues that she can recall.

Food and drink was an issue, as 1) she wasn't drinking alcohol and we were riding through Czech beer country and Austrian wine country, which was frustrating!, and 2) she had a new-found, pregnancy induced revulsion to any sort of grilled meat, and that's basically all we were finding in the small Czech towns we rode through.