The Baby Hub do some brilliant pregnancy sessions. @a.m.pilates on Instagram does some lovely sessions too. I would also recommend Hypopressives South West on insta post pregnancy if you are into yoga and pilates x
Rosieglo yoga in Leckhampton do pregnancy classes which are run by Maria who is a midwife...she also does a mum and baby yoga class for post natal. I've been going for about 10 weeks now and it's a really lovely environment
https://www.lotusbud.co.uk/ I did these classes when pregnant and was lovely. Ann is a lovely yoga instructor.