Hair dye while pregnant

De
I know this has been discussed ad nauseum and most will say it's fine, but I just asked my doctor today about his take on dyeing my hair and he said, "well the American Congress of Obstetrics and Gynecology says there's no evidence to suggest it causes problems, but you and I both know that there are chemical compounds in hair dye that can seep into the scalp. So I'd recommend steering clear of it and just using something like henna." At the risk of sounding vain and frivolous, I have to say that I'm so upset because he's so cool and calm about everything and I thought for sure he'd say it's fine. 
I've got bleached platinum ends, mid lengths that are a darker blonde because I dyed it a few weeks ago thinking it was safe, and roots that are going to come in brown. I don't think henna will even work to darken my hair to a natural brown, and I'm freaking about looking like a mess for the next 5 months. Anyone else having a similar dilemma and if so, what are you doing to cope? I want my baby to be perfect, and don't want to risk harming this precious girl, but I don't want to feel like garbage either. I'm seriously considering a wig but it's probably gonna be $1-2k and I'd feel super selfish doing that!!