With my first baby, the cat that I am very close with (the only one who used to sleep in our room every night) confirmed our thoughts for us before we knew for sure. We were just starting to wonder (DD was a pleasant surprise) and Pipkin started getting very funny with my belly, she was obsessed with it. At any given opportunity she would push her cold little nose very hard into my lower belly, gently kneed and purr. She definitely knew. She stayed very interested in my belly through pregnancy and she became ferociously protective of DD after she was born. She's so sweet, they are so cute together.
I've been keeping a close eye on her this time out of curiosity. She's been approaching me for more cuddle time, but no serious interest in my belly as of yet. I'm not sure exactly how far along I was last time when she started doing that, I just can't remember. But she also doesn't sleep in our room anymore.
We started sleeping with the door shut after DD was born because we were being woken up enough already without being woken up more by the cats. (At least that's how DH felt

) We have 4 and they all go outside, so anywhere between 5 - 7am they'd all come crying to be let out, and the boy in particular had a habit of sometimes coming to join us in bed at night, and he's a huge cat that would stumble all over all of us before finding a spot and wake everyone up, which was especially annoying when it was the baby. We shut everyone but Pipkin out at first and let her stay, because she would actually stay the whole night and she is sweet and quiet. But where as she used to prefer to sleep in her bed on our headboard, she now wanted to sleep next to DD, so DH and I would have both the baby and the cat between us. She was fine for the most part, but she's also a very "kneedy" cat when she's happy and lovey and although she's very good with her claws, this never the less woke DD up. So out she went, too

It was heartbreaking. I felt terrible, especially when she would sit and cry at the door!