You might want to consider visiting your local co ~ op/ natural whole food store. Walmart also has a tiny section of natural products. Not everything with coacoa butter our shea butter in it is good for your skin, pregnant or not.
as far as I know there's not a moisturizer that isn't safe. I use Jergens ultra healing. I'm 38 weeks and not one stretch mark!!
I like using anything with coccoa and shae butter, it smells great and is good for your skin. I know there's a Palmer's lotion, which is recommended for most pregnant women and it helps with stretch marks.