By all means do go to Thailand! People there are hospitable, more so with pregnant ladies and those with younguns.

If possible, avoid BKK in May. Noise, heat, damp, and mold will sap your strength. Go to smaller cities instead.

Keep lots of water handy. Try carrying some packets of "Emergen-C", a vitamin+electrolyte powder in case of ill-health.

Find out from your medical insurance carrier the protocol for out-of-area coverage, and keep two copies of the "out-of-area" coverage forms along with carrier's proof of coverage. Pre-fill the form just in case you or husband wont be able to.

If you want to be really well-prepared, get a list of hospitals in the city/cities you will be visiting. Thai consulate nearest you can provide (you are web-savvy, so dont bother the consulate!)

And remember, ladies in Thailand (and the "less rich" countries) have been getting pregnant. If your health and nutrition (and attitude) is good, a modicum of pre-planning is all you should need.

FWIW, my first plane trip was on a DC-3, Delhi to Kathmandu, while minus 3 months old