OK, I get that you're brimful of loyalty for your employer, but this is not the time or the circumstances to doing *anything* that might weaken your claim to entitlements. Moving from permanent employment to a casual contract *will* reduce your longterm job stability.
I'm quite sure, if they are a national retailer, that they can organise someone else to be a casual employee to fill your place while you are on leave without you needing to be the person who becomes a casual.
Also, your pregnancy or not should have no bearing on whether you are eligible/skilled for a transfer to another job. Apply for the transfer, take the leave you are entitled to, and let them work out how they are going to fill the gaps left by your absence, whether that be in your current position, or your new position, or a combination of both.
Just remember, while you are agonising over "doing the right thing" they are only interested one thing: making a profit. Get some advice from an impartial third party - your union, or a workplace advocacy organisation.
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