Loratadine (aka Clarityn) is one of those antihistamines where there hasn't been sufficient clinical trials performed to test its safety in pregnancy, hence the manufacturers would usually cover their backs by issuing the statement "To be avoided during pregnancy". Doctors, who may have previously prescribed this medicine before to pregnant women may be more willing to carry on doing so, whereas other doctors may prefer to play it safe and tell patients not to take them.
A non-medicinal way of preventing hayfever is to apply some Vaseline above the top lip and to the insides of the nostrils - this will help act as a barrier to the pollen, thereby preventing the pollen from entering the system.
Also, if you are suffering from a blocked nose, you can use Sterimar sea water nasal spray or Normal Saline nasal drops, both available from the chemist. Both these products only contain salt as their active ingredient but is usefel as a decongestant.