You know I didnt' think about it until DS was born. I looked at him and thought how we had not paid ANY attention to the pregnancy and like you we didn't have a nickname for him like we did with DD's. BUT.. I look at him now and marvel at the fact that he grew into a little baby without my help at all (isn't the body amazing) and that I love him just as much as the girls, even though I didnt' spend as much time bonding during the pregnancy. I think it's a natural feeling, but it's also nature, 2nd, 3rd etc there just isnt' the same time, we have others to look after.
So don't feel guilty, just know once bub is here it will all be different. Also it's so beautiful to see the siblings so in love with their new brother/sister. xoxo