
It certainly isn't normal for the to shed when pregnant. Preganancy hormones normally mean the hair is all in the growth phasew at once and she ought to be in wonderful coat.
Based on this I would think maybe she only has a phantom, or somthing is way off base with the hormones which doesn't bonde to well with a pregnancy being maintaines, as there is a fine balnace to be maintained.
On te other hand maybe all witll go well, I suggest getting and ultrasound scan to confirm pregancy.