Levaya:[1]

From the letter of the law, it is permitted for a pregnant woman to enter a cemetery and attend a Levaya.[2] However, many women are accustomed not to visit a cemetery or attend a Levaya when they are pregnant.[3] Those who have received such a custom are to abide by it.[4] Many women are lenient in all cases, as is the letter of the law.[5] This especially applies if they will be a distance of four Amos from the deceased, and will not be under the same roof.[6]

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[1] See Minchas Yitzchak 10:42; Nitei Gavriel Volume 1 67:7 and Volume 2 84:4; Shevach Habris 1:15

[2] Pashut as there is no source for forbidding it, and so is proved from the fact the Poskim [below] bring that even the wife of a Kohen that is pregnant may enter a cemetery, and as writes the Kneses Hagedola [brought in Birkeiy Yosef 343:4] that even by the pregnant wife of a Kohen those who are stringent are doing Minhag Borus [custom of ignorance], hence certainly the wife of a Yisrael is allowed.

[3] This custom has no known source. A number of possible reasons are suggested: 1) Perhaps this is due to the fact that it is proper for the pregnant wife of a Kohen to avoid a cemetery, and hence we see that the fetus can receive impurity. Now since we await the rebuilding of the Temple every day the women avoid going to a cemetery, as if the Temple is rebuilt while they are still pregnant they will be able to give over their pure sons to perform the necessary actions required for the Para Aduma. [Minchas Yitzchak ibid; See Parah Mishneh 3:2] 2) Alternatively, it is because they desire to avoid any impurity during the pregnancy. [Nitei Gavriel ibid; See Sheivet Hamussar 24]

[4] Poskim ibid based on Rashba that we do not differ a tradition received from righteous women even if we have 600,000 proofs against it. [brought in Heishiv Moshe 13]

[5] Heard from Rav Asher Lemel HaCohen

[6] Shevach Habris 1:15 footnote 26 in name of Rav Leibal Groner, in name of Rav Zalman Shimon Dworkin; See Chayeh Adam 135:25; M”B 559:41; Orchos Chaim Spinka 88