I suffer when the mozzies are out and biting and I find the best relief comes from tiger balm of all things! (I am not sure about its use in pregnancy though.... sorry)

For keeping them at bay I use the mozzie coils, I burn them outside at all doors and windows and I have recently found a little gadget in the insect repellent aisle in the supermarket that you plug in the power socket in the wall and insert little chemical repellant strip in it. I have found it works really well overnight... but I would guess that we don't have as many mozzies here as you sound like you have where you are.

HTH