I made my own elderberry syrup (elderberries, water, honey) and used it during pregnancy.
Energetics of Western Herbs by Peter Holmes has a list of herbs that are contraindicated during pregnancy (do not use) and a list of herbs to be used with caution during pregnancy. Elder does not appear on either list (flower, berry, or bark).
Rosemary Gladstar's Family Herbal, where I got the recipe for the syrup does not have a caution about pregnancy.
There are various cautions out there about eating the raw fruit, especially if it is still red and has not yet turned black (whether you are pregnant or not). However, that would not apply to an herbal preparation because it would not be raw fruit.
I hope that helps.