Getting gloomy thoughts could also be part of pregnancy, if it is the first kid.  Check for your thyroid profile. All psychiatric medications are not absolutely safe during pregnancy. they have to be used only if there is a serious  indication (suicidal thoughts)

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Hi Thank you for reaching out. Pregnancy can bring significant emotional changes, and anxiety about death is not uncommon. While medication may be an option, it’s important to first consult your doctor, as they will weigh the risks and benefits during pregnancy. Therapy, especially Cognitive Behavioral Therapy (CBT), is highly effective in managing anxiety and is safe during pregnancy. It can help you process these fears, build coping mechanisms, and provide emotional support during this sensitive time. Therapy can be a valuable step toward feeling more in control and at peace.

Therapy can be tried. However, if the symptoms are severe/ not improving with therapy, there are safe medicines (even for the baby) available. Consult a good psychiatrist.

Hi.. usually counseling will be the first line of management in pregnancy. Medicines will be given only if absolutely necessary.