Look up tumeric. There was a study recently that showed that tumeric works as good or better than Prozac. https://www.livestrong.com/article/180170-turmeric-and-pregnancy/ It's only safe to sprinkle it on your food while pregnant and not good to take a full blown supplement, but it could help! There are also other natural remedies that are great for anxiety...
One of them that is amazing and that you can definitely have in pregnancy is beet root. I bake them in the oven and then have them chopped up in a little goat cheese and walnut salad. It's so good for you, and also beet root has a really relaxing effect. Every time I eat it, I feel like I've taken a light sedative lol.
Also, calcium and magnesium together help a great deal. I actually have a powder form of both that you put in a cup and then add a bit of boiling water to, stir until dissolved, and then either top up with cold water or cold juice so you can drink it right away. This one has the added bonus that it helps me with nausea because magnesium helps with morning sickness (really, nothing else, not even ginger tea, works as good as this for me) and it also has a great calming effect.
On that train of thought, I actually had a lot of anxiety years ago and I was given something called "Min Tran" by Standard Process vitamins that is basically calcium, magnesium and kelp. It's like the effects of the calcium-magnesium drink above, except that the iodine in the kelp offers even more of a sedation type of feel. If I took two or three of the large pills, it would actually make me fall asleep. If I took one, I would just feel really calm. It was prescribed to me by a natural chiro who prescribed it to people with stuff like anxiety, both mild and severe. It really did help. If you can find it online, try to get that, or minimally try to get the calcium magnesium drink (It's called Cal-Mag with vitamin c)
Hmm... if I think of anything else I'll let you know. Oh, one thing I do is lavendar aromatherapy. If you breathe it in deeply, the scent goes into your olfactory system and has a calming effect, as well. It's what some people use to fall asleep but of course if you lower the dose it won't make you fall asleep but will just make you calm.
And have you had your vitamin d levels checked? That could play a role. I was just prescribed a high dose of vitamin d because I was "incredibly deficient" according to my doctor. You just go to your doctor and ask for a blood test to check for it and they can give you a script
Also, you can feel a tremendous amount of nervous anxiety if your vitamin b levels are deficient, so you should have that checked for, as well. Often times anxiety has nutritional deficiencies as its root cause.
I hope this helps!
If I think of anything else, I'll let you know! These are the things that have worked for me.