My dog and my pregnancy

So I'm 25 weeks and 4 days with a baby girl. (Name will be Trinity Rose). Anyways, my dog is an American staffordshire terrier, female, spayed, and is almost 2 years old (or will b in april)-named bella. She follows me everywhere I go in the house, and will lay as close as she can to me if not on me. My fiance's mom and sister raise English Labrador Retrievers, and they both think is bellas way of protecting me and Trinity. My other 3 close friends, 2 are vet techs and 1 is a pet resort manager, says the same thing, that it's bellas way of showing her love and protection for me and Trinity.

Has anyone else's dog acted this way? Is there anything I should be concerned with?