I flew just as I was entering my third tri and came across my first episode of swelling... my legs/ankles were so swollen after even one short flight I had to spend 30 minutes every day in the pool after that to be able to see my ankles. It's managable, but uncomfortable, so I wouldn't go far if I could help it. Also, my hips had spread a little, so the seat seemed a bit tighter than ever before! Good luck. If you can avoid long trips, I would.
I've had the swelling in my legs ever since that trip, but maybe it would've happened anyway. Still, I would probably not fly again that late in my pregnancy (took a long trip in my 2nd tri and it was ok), but that's just me. I don't think it's dangerous if you're low-risk, just can be uncomfortable.