You're probably over the cold by now, but...
Echinacea - I've been told this is totally safe during pregnancy, and it seems to help. We keep the liquid dropper bottles on hand, dose according to the bottle, mixing with water/tea/juice
Vitamin D3 - this stuff is generally helpful for your immune system, I take it regularly, especially during the winter - and I also add more to my routine when I'm sick.
RAW freshly chopped garlic - yeah, it burns a little, but it helps SO much - you can google more about how awesome garlic is.
Hot Peppers - also burns a bit, but absolutely clears the sinuses and I feel like it helps cleanse the body
Bone Broth, preferably from pastured animals - the healing properties of all the goodies in the bone broth are just.. .awesome.
Things that are popular but I don't do for a cold while pregnant:
Zinc - Check with someone who claims to be a medical professional (not me!), because too much can be dangerous for preggos, but generally speaking zinc helps shorten a cold
Vitamin C - not harmful, but IMO not as helpful as some people make it out to be.
Neti Pot - not because I don't think it's helpful, but because I feel like I'm drowning myself every time I attempt to neti. YMMV ;)