Will dr write me a note?

I've been in the hospital twice over the past two weeks. Last week I had kidney stones and today I lost a bit of my mucus plug. The dr on call checked me and my cervix is closed so she sent me home and said not to worry. However I told the nurse that I'm having extra anxiety due to things happening at work and that I have a history of it but am off my medication because of being pregnant. I told her I was planning to tak to my dr to see if she could write me a note to start my leave earlier than planned (33 instead of 37) so that I can get ahold of my stress levels and focus on caring for the baby. My anxiety affects everything- sleeping eating everything- but I'm doing my best to force both things. The nurse said that because it's not a physical ailment the dr won't write me a note but the last time I spoke to her she said "let me know if you need a note for work earlier" very casually which made me think she would. Do you know? Is mental illness not considered medical?