Here is a link that discusses the issue; scroll down to the part where they write about what vegetarians face when trying to get B12. http://www.whfoods.com/genpage.php?tname=nutrient&dbid=107
I'd suggest you the least offensive source of B12 that you can given your dietary intent (eggs, sardines, salmon, poultry) and eat a lot of it during your pregnancy even if it is not totally unoffensive to your rules, because clearly your supplements aren't doing the trick. Some people only really benefit from the nutrients in their food versus what a supplement can provide, and it's possible you simply can't get enough from non-animal sources. You've got a baby to think of, not just yourself, and it's only a short time in your life. It's worth it to keep you both healthy.
Some peoples bodies just don't absorb the b12 even if they do eat meat, I do and was told i was deficient in b12 and iron. So i went and got the shots and not take an added b12 vitamin along with my prenatal, and feel so much better than i did before the shots.
I was sluggish and tired and it made me feel alive again and so much less exhausted. So if they think you should get the shot i would really consider it.