The warning in relation to not taking fish oil late in pregnancy is correct.

In some people fish oils causes the blood to thin (which happens in pregnancy anyway) and can cause decreased clotting function so that you will bleed for longer than usual.

I have experience with the fish oil/blood problem in pregnancy - it is just a freaky thing I found out after my first and I don't take them after 34 weeks.

I'd be checking with a help professional re the dose before assuming that they are safe. I can't remember what dosage I was taking when I discovered I had a real problem!!!! The doctors freaked when they tested my blood and discovered a blood deficiency but it was just the fish oils making the blood too thin.

The other thing to consider is that the fish oils should be from a reputable company who have tested the oils for contamination because the fish oils can be subject to the same contamination as fish.