Massive congratulations on the baby!!
You can absolutely keep following SW whilst pregnant
Take a look at this link, it's the SW link for expectant mums, and if you need more, just do a search on the SW website in the 'Useful Features' section.
You will need to get a form from your consultant which your midwife will need to see and sign, so everyone is aware of you being on plan.
It wouldn't be unusual for you to lose weight on plan, I know a few people who have whilst pregnant. However they'll monitor your weight and if you did lose lots of weight, they'll obviously speak to you.
Wobbles is right about the HE choices, You get 2 of each. And then it's the usual limiting your caffeine intake, being careful about fish and raw foods.