The answer to your question depends on the organs effected by your seasonal allergies. If your lungs, and you have allergic asthma, most drugs used for the treatment and control are safe for both you and your baby.
If your seasonal allergies are manifest as allergic rhinitis (nasal allergy) the safest drug treatment would probably be with a nasal steroid spray, the major drug effect in the nose, rather than throughout your body, as is the case with drugs taken by mouth.. While most so-called first generation antihistamines (those that commonly cause drowsiness) are deemed to be safe, there is not enough evidence to conclude that the Second Generation (non-sedating) antihistamines are completely safe.
My advice is that, if at all possible, you avoid any systemic drugs (taken by mouth or injection) during the first trimester. My second suggestion is that you not take any drugs, prescription or over-the-counter, during pregnancy without first clearing it with your doctor.
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