EDIT: Oops! I just realized that I misread your post. You asked about tandeming WHILE pregnant, not nursing while pregnant and then tandem nursing... I'll leave my reply even though it isn't really relevant since I only have 2 children 
Nursing during pregnancy was pretty easy. I night weaned to help deal with nausea, but I had been wanting to night wean for a long time anyway. My daughter was 2 when I became pregnant, 3 when her sister was born, so she wasn't totally dependent on breast milk for calories. I did introduce cows milk when I became pregnant and my supply decreased.
I tandem nursed for 9 months. That was less fun. Once the baby was born DD1's latch felt awful. I also found that I had to limit DD1's nursing and I had mixed feelings about that, which wasn't much fun. I do think that being able to nurse helped DD1 adjust to having a new sibling though and the girls are pretty close. I have never limited DD2's nursing frequency, but she's still a baby :)
I don't know if breastfeeding had anything to do with it, but DD2's labor/birth were extremely easy/quick. Maybe all that nipple stimulation helped somehow?
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