Hello Good evening,
First of all, I want to clear one thing in your mind that these are not vitamins
, they are minerals and needed for us as micro nutrients for wellness.
As in pregnancy
they are required in more amount because of nutrition to fetus also.
These should be taken during pregnancy as daily body requirement is increased.
Your doctor is absolutely right and follow his/her guidance.
Calcium and Iron supplement should be given at different times like one is after lunch and another is after dinner, because they hamper absorption of each other in the body while given together, so nothing will be beneficial to body.
So take these at different times as directed by doctor and humble request to you please keep faith in your doctor, he/she know have more knowledge than you.