You have gotten lots of good advice and ideas..and it is so great that you are trying so hard to be fair to your fur family in this. There are many possible causes and solutions, so try not to dispair.

One thing to keep in mind is that cats and dogs do not feel the same way about marking odors as humans do. Your cat does not think she is doing anything wrong or beig mean. She very well may be reacting to the sense of coming change by "helping" you mark and define your and your fellow "colony" members nest territory. The females and males in the group will respond differently to your changing scents and moods.

If the "guilty" one is a more protective and dominant female cat, she is perhaps decided to mark the nest s so no intruders will come. (odds are the dog doesn't mind the scent... If the animals are interacting normally, I would bet that your cat believes she was helping.) In cat terms this would be a loving and stress reducing thing to do for a fellow queen cat. She's guarding you.

Now of course it is not human acceptable, but you might approach it from her view. Maybe if the dog pillow were a bit further from your nest (bed) it wouldn't be a target. It is also very usual for cats to seclude themselves when they kitten. Sometimes qqueens that are close will share a nest (as I bet your cat feels you are doing), but it will be in understood behavior to her, if you start not letting the other's in your nest until you have your baby.

Watch for behaviors that show any insecurity on the animals parts are try to be supportive yet firmly alpha. You are feeling stressed and emotional and your troopers are doing what in animal terms would help.... (I've had things like this happen when relationships went bad and my guys were guarding me. Some of this also has happened when I fostered tiny baby cats and my guys got maternal and paternal....Also when one is sick or aging and they colony reaxts.) It is a temporary thing. Your household will rebalance itself. Im my experience, my animal have always treated babies of all species that were under my care as belovd and protected creatures.

Try to be gentle with yourself.... good luck.