We use a T Tree oil based wax in our salon and I have been there for a few years now, waxed many a pregnant lady and had absolutely no probs with reactions whatsoever.
The only real significant thing that I have noticed is their hair growth changes due to pregnancy, hormones.My usually, really hairy ladies will come in for their appointments and can quite often not have anywhere near as much hair as they would have normally, had they not been expecting.
My clients dont seem to be particularly bothered about any extra sensitivity during waxing,some have briefly mentioned it but it cant be that bad or I guess they wouldn't keep coming back.
Positioning them for their waxing is down to what's the most comfortable for them.I have had ladies who are comfortable on their backs, but some arent.
I would never do someones legs with them standing up.This would be torture for my own back, crouching down trying to wax them.
When I do legs I have them firstly on their back,do as much as you can going right down the sides. Then they turn away from me so I can do the backs, then turn onto the other side.This gets the backs of my clients legs done nice and easy.HTH