We had our first club experience and swung (swing - past tense, right?) - during the first trimester, while wife was not showing. FYI we soft swung with another couple, wife started worrying about possible STDs - although no penetration was involved, just touching and some intimate play with the other woman.
I delved into it and found that there is a risk regarding the HPV virus being transmitted woman-to-woman. Google "lesbian" and "HPV" and you'll find plenty of info about risk. - We put playing on hold after that experience. Amongst the multitudes of tests wife has taken since, she remains negative. Risk would be low. But we figured: hell, if we'd known, we may not have taken the chance. Try at your own risk. - NB. We still expect to resume attending a club at some point in the future, once we've recovered from childbirth. (Yes, "we").
Cheers, good luck (and don't panic, just be informed).