I'd put some Frontline on her and watch and see if she seems to clear up. It is safe for preggers cats. You could indeed take her to the vet, but it is super likely that it is fleas, so you might as well get a jump on things. Don't use Advantage, though. Frontline or Revolution are fine. You can also buy a flea comb and comb her, if she has fleas you'll see them in the comb.
Hello there,
Okay. Here's an idea. You say you have two other female cats so you
obviously have a vet. You could call your vet and explain the situation
and ask their advice. Tell them about your concerns. There are special
cages , of sorts, which people who capture feral cats. Personally, I
wouldn't let this pregnant female cat into your home without knowing
what the bald spots are on her back and what caused it. You don't want
your two cats getting fleas if that is in fact what this other stray kitty has
nor do you want fleas in your home and on your furniture. My best
advice. Talk to your regular vet and explain what you want to do and
see what they suggest. Someone I know, took in a feral cat and her
three kittens. She'd already had the kittens. She didn't have any cats
at the time. They're all doing great meaning the mother cat and her kittens
which aren't kittens anymore. The mother was feral but you'd never know it.
She's tame as can be and so are the other cats. My friend didn't want to
split up this little cat family. Anyway, the best of luck to you. I think it's wonderful of you to try and save this young stray female cat, but this has
to be done carefully. Eve