Well first make sure you can travel by air, then make sure you have insurance that will cover you for emergencies connected to pregnancy and repatriation if needed.

Then think about what you want to do with the 2.5 year old, because really that is what is going to dictate what you do, and where you go.

Iceland in March would be long dark days and you buying tours with groups, not ideal for a toddler at all.

I agree with above, think of southern Europe, a warmer winter break, though I am assuming you are UK based. If not your location would help.