Malnourished and pregnant

Somica
First off, my family is well provided for and has sufficient, stable income with multiple resources. We have more than enough money and food and I am by no means under weight. I'm 33 weeks pregnant and the last few weeks heart burn/nausea has been DESTROYING me. Because of it I've lost nearly 20lbs in one month.  I'm beginning to be anemic and show decreased labs because of my frequent third trimester nausea spells. My doctor referred me to a dietitian who has put me on an absolutely insane high calorie/high protein diet. Do you have any advice? I can't keep ginger down. Sea bands don't work and the prescribed protein shake is just as hard to keep down.