Hey Maldives,
Im a fully qualified beauty therapist by trade, and we dont recommend hair removal creams in pregnancy because the chemicals are applied directly to the skin and there may be a small risk that the particles will pass through into the blood stream. Its a small risk like I say, but not worth it.
Waxing and shaving is fine, waxing may be a little more sensitive due to hormones and increased blood supply.
Hope this helps xxx