Homeopathic remedies (a form of natural medicine) are far more gentle than pharmaceuticals and perfectly safe to take during pregnancy. I would head to your nearest health food store and see if they have a Naturopath there that you can speak to. The mineral tissue salts Ferrum Phos, Kali Mur and Kali Phos are great for coughs too (ask at your local health food store).

Goodluck.