Your doctor knows nothing about such things. S/he may well give you the AMA's position that guns are bad. Have her carry the gun. But I would not encourage range practice.
If the options are (1) to allow an attacker to get close enough for her to cattle prod, or (2) to fire 1 to 3 rounds no more than once during the pregnancy..... Go with the gun.
An attacker close enough to hit her represents the most real threat to the pregnancy. Direct blunt trauma is the most likely cause of non-spontaneous miscarriage.