There is no evidence that forbids sex during pregnancy. The situations where sex is forbidden are:
1- The menstruation period of women
2- In state of during pilgrimage
3- During fasting in the month of Ramadan
4- During i’tikaf in the last 10 days of Ramadan
What is important during pregnancy is the advice of doctors. It is a known thing that sex during pregnancy does not inflict any harm to the woman or the baby even until last periods. So there is no problem. But if any possible harm comes into question (which you should verify from the doctors) for the woman or the baby, then it will be necessary to avoid it.
The Messenger of God said:
“There is neither causing, nor suffering damage.” (Ibn Majah, Rules, 17)
 Voluntary fasting can be broken if husband or wife demands sexual intercourse.