There are issues with the practical component as pregnant bodies are more sensitive generally than other bodies.
This often means that your practical partners are unable to do as much practice on your body as you are on theirs.
Depending how pregnant you are there may also be some regional techniques that are not able to be precticed at all by your parnters.
In summary being pregnant will not interfere with your own learning process but will limit the learning experience of theose working with you on the course.
We generally suggest that,in fairness to other participants that you do the course whilst not pregnant.