"Sleep training" toddler

Brittni
My husband and I, as first time parents, decided to co sleep with our first daughter. She's now 2.5 and we've moved her to a big girl bed in her own room. She falls asleep fine at the beginning of the night and might wake once or twice for water or a fresh diaper. My problem occurs around 2-3 am almost every morning. She wakes up scared and begs me to stay with her. I'm 31 weeks pregnant with my second and exhausted on a good day but this new late night routine has me extremely fatigued. I've tried staying with her until she falls asleep and going back to bed which usually results in maybe 3 minutes of rest before she is crying again. I've tried sleeping in her bed with her which works but completely defeats the purpose of her own bed. I recently tried sitting in a chair next to her bed so she feels safe but doesn't get used to me snuggling her to sleep again.  Didn't work. I'm wondering if anyone else ran into this problem and might have some tips for me? Please?