my haridresser said it was fine to do it when preggers, foils are best as the dye doesn't go as close to the skin, but even going full head is fine.
Bleaching to go blond could be different but going another colour is fine.
One of the hairdressers at the salon dyed peoples hair right through her pregnancy no worries and she would have been getting it all over her hands and arms.
Sandi