Congratulations on your pregnancy - not long now.
The thing I thought of when I read your post was your little pup is confused and maybe scared, through no fault of yours, but it is important to remember that they really can read our minds - they know exactly how we are feeling and if you are experiencing anxiety then your puppy will pick up on this and possibly display similar symptoms.
I do feel sorry for your at the moment, you have a lot on your plate with a baby coming and a puppy is probably the last thing you need, however he is here and I'm sure you will do well with both baby and puppy.
Do as volcano suggested about a crate and training. Getting your little one used to a crate now will be a great help to you, as you can crate puppy after meals/toilet/exercise and you will have some piece (that is till baby gets there!)