Is it too late to switch doctors?

I'm 37 weeks pregnant this week. Since around 32 weeks I've been telling my OB that I've felt dizzy and faint and that I've been having trouble feeling like I'm getting enough air. She's always sort of dismissive of my complaints, saying that it's just the baby pressing on my diaphragm and if it gets worse I can always go to the hospital. Well, I had my iron checked during an unrelated appointment with a different doctor and it was 6.2 and the nurse was shocked that my doctor wasn't monitoring or treating it, since people with levels that low often end up being sent to the ER to have blood transfusions! All of my symptoms I've been complaining about can be explained-- I'm severely anemic. Not only is it incredibly unhealthy for me, it is for my child as well! So, this late in pregnancy, should I stick it out with my doctor or find someone new?