I want to due mine also but I'm 39 weeks so thinking maybe I need to wait
Its perfectly fine as long as you aren't breathing in the chemicals. I've dyed mine about 3 times my pregnancy. And baby is doing just fine.
On the national pregnancy website they say its ok like she said open area and its mostly the ammonia that is the problem try looking for ammonia free. The one I use is olia
When you get to your second trimester it's fine justmake it's in an open area, while it sits go outside so your not just breathing it