Not sure how helpful I'm going to be here because although I'm also self-employed it's a very sedentary job! But here is my experience...
I thought that because I sit on my laptop all day, why on earth wouldn't I be able to work right to the last week or two of pregnancy? Doesn't sound that hard eh! However, I'm now 37+2 and finding it such a struggle. I'm not sleeping too well so concentrating on my work is hard. I had to do my tax the other day too and it took me 5 hours!! I just couldn't see straight for tiredness. I get physically tired quite easily too, so just going into town and doing simple tasks is really hard work, and I usually need a lie down when I get home!!
I'm clearly not going to be as fit as you since you're a dancer and I'm a desk worker who has never really been interested in exercise
But I'm not overweight and have only put on just over a stone with this pregnancy. Some of my non-maternity clothes still fit me too! All my weight is in the bump and the rest of me is my normal size (ok, apart from slightly blobbier thighs...) My sister did warn me a long time ago that by the final month I will be so tired I won't want to do very much, but I didn't listen because at the time I was feeling totally fine and couldn't imagine feeling any other way. But you do get tired - your bump aches, back aches, feet ache - everything aches. And you can't do things at your normal pace, like for me usually I'm a really fast walker and I could make it into town in 10-15 minutes. But these days I don't even bother trying to walk in because it takes me 40 minutes to walk in now, so once I'm there I'd be too tired to get around the shops.
You should also be prepared for the 1st tri - everyone is different of course and you may be lucky and sail through, but I really struggled in my 1st tri because of sickness and extreme fatigue. I had to ask for deadline extensions because I could not work at my usual pace and I needed to sleep during the day to regain my energy.
Unfortunately no one can tell you exactly what your pregnancy experience is going to be like, you'll just have to wait and see and be prepared that you may have to give up work completely because ultimately you don't want to sacrifice your health and your baby's health just for work. You could be really lucky and sail through the entire pregnancy, or you could hit a few obstacles along the way that you need some time off for, or you could find the whole pregnancy difficult and find yourself confined to bed rest or something. Not trying to scare you!! But just saying - there's no real way to prepare. I think the only thing I can suggest is that you start putting some extra cash aside every month now, so that you have a nice little nest egg ready and waiting just in case. In terms of being a control freak well...you may just have to accept some help!! It does get to a point though where you stop caring and just want some way of lightening the load. It's only in the short-term after all.
Can't tell you about what we're doing after baby is here as that hasn't happened yet! But I guess it depends on your circumstances. We don't have any family near by so I can't call on anyone to help with child care when I go back to work. I'll definitely have to put him into a nursery when I go back to work, so I doubt I'll go back full time because I don't think I'll earn enough to make it worthwhile!
Good luck with ttc x