Agree with Sassy. Talk to your doctor. I assume your gyn was not the one prescribing the anti-anxiety medication. Hormones should kick in and help with anxiety, but definitely talk to the prescribing doc. We are not medical experts by any means, just want you to have a safe pregnancy.
Ativan is generally considered unsafe for women who are pregnant. This is based on the results of animal studies, in which the drug was associated with miscarriages and birth defects. I would certainly discuss this with your doctor and/or pharmacist, maybe they can give you some other alternatives, but, from what I have found doing some research, I would say it is not safe to take while you are pregnant.