I haven't read or heard that you shouldn't sit with your legs crossed, i can't imagine it hurting the baby, i wouldn't worry and it should be okay unless your in pain anywhere from it. Maybe try using some pillows eitherside of you at night?
The first midwife I saw ordered me to uncross my legs (I was on a chair, not the floor tho...lol) saying it wasn't 'allowed' any more. I was in a bit of a daze and didn't ask her why. The midwives I've seen after her haven't mentioned it, and however much I try not to sit with my legs crossed, as soon as my attention moves onto something else they cross themselves again!
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