In one of my baby books it says that increased sugar in the urine and increased keytones in the urine together can mean gestational diabetes.
I had high-ish protein in my urine when I had an infection in my bladder, but I know it can mean other things in pregnancy as well. Are you attending antenatal appointments at a hospital? A GP might not know all that much about certain illnesses in pregnancy, best to chat with your midwife or the Ob, IMO they're the experts as they see pregnant woman every day so they'd know when to be worried and what it can all mean.