I'm on my second pregnancy with an SLE diagnosis but I am not on any medication as my lupus has been completely dormant for over 8 years now. Generally a high risk pregnancy with SLE involves regular appointments at a specialist Maternal Medicine clinic. Your consultant should arrange this once you have told them that you're pregnant.
At the clinic they will take blood samples regularly to check how your disease is reacting and look out for any flare ups. I was told that with SLE generally pregnancy tends to reduce the risk and severity of flares during the period of you being pregnant but increase it in the period immediately after you have the baby so they will be keeping a very close eye.
You may also get an early scan and certainly regular growth scans (so probably around 7 scans in total rather than the usual two). Whether or not you have a higher risk of miscarriage depends a lot on what your specific antibody profile is. I think the presence of antiphospholipid antibodies is particularly linked with that.
Many women with lupus have a perfectly healthy pregnancy and a healthy baby with no issues but they will be very careful with you especially if it is your first. My consultant actually described pregnancy as the 'stress test' for lupus. I had a completely problem free first pregnancy and have now been discharged to a consultant in the local hospital rather as they do not really expect problems the second time round.