How to start exercising at 34 weeks?

I just want to add a little movement in my day rather than being a couch potato. How do I do that at 34 weeks pregnant? My belly is so big and I get tired and winded pretty fast. But I have gestational diabetes and I need to add move movement in my day. What are some exercises I can do to help raise my heart rate a little. walking is out for me because where I live gnats are so bad it's unbearable to be outside. I need an exercise that I enjoy doing. I have just dance but I feel awkward playing it because my son laughs at me because I have no rhythm. 😭