Cats are very sensitive to atmosphres, and changes in scents around the house.
Your cats will have noticed the changes caused by your prgnancy, you will smell differently to them, and they will be aware that something is different, but obviously they won;t know what it is.
This will make them nervous, and when cats are nervous, they mark territory to make themselves feel secure, to re-affirm their place in your home.
First things first. You must find anywhere your cat has sprayed and clean it very very throughly, boiling water and strong cleaner, rinse and repeat. You must remove all traces of his spray or he wil simply re-mark when he next walks past.
Next, plenty of fuss and affection - especially for the younger who obviously feels less secure since there is already a 'king cat' in place, he feels his position is more threatened.
Make plenty of fuss of him when the other cat is not around, and fuss them both more than usual.
When baby comes, try to make time for them they will both feel their noses pushed out as attention and time that went to them must naturally go to baby. When baby is asleep, give them some attention and treats, and they should settle down.