My DD1 is a little younger than your but when I was heavily pregnant with DD2 she definitely became more clingy and needing me with her all the time - not daddy, not nanna - just me! The less I could do, the more she wanted me. However, after DD2 arrived she went back to normal in about a week or so. My take on it was that she was worried about the unknown - ie. what would happen when the new baby arrived. Once DD2 was here the anxiety was gone.

The wanting to be in control of the play and being bossy etc unfortunately seems to be typical 3yo behaviour and quite normal for her age. All the 3 yo children (girls especially) that I know seem to be doing this so I think we just have to ride through it.