Severe dizzy spell - pregnant

I’m 35 weeks today.

I was on my way home from the gym after a workout (I work out every day still, but this workout was a little on the harder side) and realized I felt a little faint and needed a snack, so I stopped at the gas station and got a snack and started driving home. As I was eating it, while driving, all the sudden I got SUPER, SUPER dizzy. Everything was spinning. I pulled over and turned on my hazards and waited for a few minutes for it to pass. I felt nauseous but I kept eating because I figured maybe it was my blood sugar levels or something of that nature. Well it finally went away but I still felt pretty nauseous after, still slightly dizzy, small headache and just off.

I went to my normal doctors appointment later that day and mentioned it to her and she said it was probably just from working out and not eating enough. However I noticed my BP was 128/84. I know that’s not super high but it’s much higher than it’s been (usually under 115/75ish)

Should I be worried? Has anyone else had crazy dizzy spells like this late in pregnancy?