I was given some essential oils as a gift in my first pregnancy. I wasn't sure to use them or not so I rang the consumer contact number on the bottles and asked them. Turns out some of them were not reccommended for use in pregnancy, one of them I was strongly advised NO!!! And the rest of them were fine to use. I can't even name them for you sorry- Baby Brain!!! But maybe try doing that? Or ask a chemist or health shop (although not all health shops are really educated on the whole pregnancy thing).
Good Luck x