Check with your doc. I work in a pharmacy and in Canada the recommendation is that pregnant women use OTC cream products only. You can get creams that are used both internally and externally. They are a bit messy but they do work. It is not recommended to use tablet or ovule forms of OTC treatments. Also do not buy any one day treatments as they are too strong for use during pregnancy. Make sure it is for 3 days or more.
Again, check with your doctor. Sometimes what you think is a yeast infection is actually something else - it's always best to check. I know women who have had several yeast infections and were sure that it was what it was, only to find out it was a bacterial infection requiring a more intense treatment.