This actually has happened to me with my platinum ring as well. But not when pregnant. I cannot even wear one of them now. Even after a huge cleaning in vinegar, baking soda and boiling water for about thirty minutes, the rash came back. It is only a problem with one of my rings, which was custom made. My engagement ring and it's matching band (which are from a large jeweler and also platinum) do not give me any problems, but my custom one does. I am wondering if there is an alloy or some kind of composite in the metal that has either rubbed away or is newly causing problems. I actually googled this and found that it is really common. Called "wedding ring rash" or something like that. For some people, cleaning it really helped. It didn't for me, though. Try cleaning your ring with the above mentioned solution and see if that helps.
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