Yes, omega-3 oils would probably help.
Actually there are many different omega-3 oils.
Flax contains omega-3 oil called alpha-linoleic acid (ALA).
Fish contains two others, DHA and EPA. DHA is the 'brain fat' - baby pulls it out of you and breast milk has it too if you have enough to give. Lack of DHA can contribute to depression.
ONLY ALA is essential omega-3 oil. Your body can normally make DHA and EPA (the fish oils) from it.
BUT your body may not make enough DHA/EPA from ALA if you consume too much omega-6 fats (found in typical cooking oils like sunflower, corn, soy), or if there is not enough vitamins B3, B6, C and minerals zinc, magnesium. (http://www.udoerasmus.com/articles/udo/fish_oil.htm
here is an excellent article about fats that heal and fats that kill from the leading expert Udo Erasmushttp://www.udoerasmus.com/articles/udo/fthftk.htm
So you could get some flax oil OR flax seeds and a coffee grinder since flax is the best source of ALA which is ESSENTIAL FAT. One can put groudn flax in bread dough or muffins even , or sprinkle on cereal/yogurt/salad etc. Flax oil you could take a tablespoon or two daily, maybe two since pregnant. Or flax seed about three times as much since only 1/3 of it is fat. But need to grind the seed.
The question about fish oils is not easy; the fats in fish are not essential if you get enough of ALA and not lacking in any of the vitamins/minerals and not eating too much omega-6 fats. But if not sure, then fish oil supplements would help too. I don't know where you'd get a good quality one because the quality with fish oil supplements is of concern. You don't want one that is already rancid or one with toxic contaminants. Maybe someone else knows a good brand.
Actually eating fatty fish that you know is not contaminated with mercury would be excellent solution (with some flax in the diet too).
And, you said you are not eating well. Please remember that your baby will need you to be there and care for him/her so you need to stay healthy too! And if you eat well, you will feel better too!