I'm 32 weeks pregnant (not with twins), and my DD is about the same age as your DS. Sometimes I still have to pick her up and chase her, and it's really tough.
At this point, I try to let her do as many things for herself as possible. For example, when we get to the car I let her get in by herself, climb into her car seat by herself and let her buckle herself up to the extend that she can. This, of course, means that it takes us longer to get anywhere. But we have managed to avoid some tantrums this way. It's not perfect - sometimes she stalls and won't climb into her seat so I have to tell her that she can either get in on her own or mama will help her. The minute I move to help her, she usually makes the move to do it herself.
We also had to work on parking lot hand-holding for a while. She got incredibly mad because of course she wanted to run around without holding my hand. In my mind, this one isn't negotiable. So, I told her she had three choices: sit in the car, hold my hand in the parking lot, or be carried to her destination. Eventually, she figured out that she had to hold my hand if she wanted to walk in the parking lot (I had to hold it pretty tight at times at first).
When she's really having a tantrum and I need her to do something for her safety, I'll simply pick her up and make sure to pin her legs against my body with one of my arms. Carrying her has gotten a lot harder in the last few weeks simply because my belly is so big and I'm much more tired.
I've found that letting her do as much on her own is the one thing that really helps. That, and snacks in the car. I always buy her a string cheese whenever we go to Target or the grocery store, and she knows that she has to wait until she's buckled into her car seat for me to open it. I let her hold it all the way from the store to the parking lot and it really seems to keep her calm and focused.
HTH!
I took two kicks to the belly today that really caused pain. 
