I was very lucky that my GP was so knowledgable and sympathetic - even if her attempts to get me the help I needed didn't materialise in time. Yes, you can take some medication while pregnant - I think it was Citalopram that I was considering - but it's not risk-free, so it's not a decision to be taken lightly.
CBT is not an easy, instant cure, but can help enough to get you through the worst bits and I highly recommend it (have had it before). Have a think about what's going to help the most and go to your GP with a battle plan, and if they won't help, go back again, or go to someone else. Get what you need.
Don't give up with this stuff either. It's entirely possible that you'll end up with a therapist that's not right for you. It doesn't mean that you're too broken, or even that they're rubbish, just that they're not a good fit. Finding the right person can be a bit of a slog. I often think you need to be mentally very well just to find help for mental health issues : (
Above all though, talk to someone. Anyone. Me! Other forum people. Husbands, friends, random people on the bus...well, maybe not, but whatever works! After ten years I'm starting to accept that my husband isn't psychic and that I actually have to explain things that are in my head. I consider this his biggest failing