Thanks for visiting HCM.
First let me make you clear that you can't have COPD at this age because it is very rare below 45 yeas of age. You may have asthma.
Asthma during pregnancy
follows rule of one third i.e one third improves, one third worsens, one third remains as it is. The management of the disease remains similar to non pregnant state and many anti-asthmatic medication are safer during pregnancy.
Asthma leads to hypoxemia
i.e a state of decreased body oxygen so ultimately will lead to less availability of oxygen to developing fetus, so its intra-uterine growth retardation.
In your case you must meet a pulmonologist to get ensured whether it is asthma or not. If it is asthma better to start a combination of inhaled steroid
plus long acting bronchodilator
with gradual tapering of prednisolone