I've using my swimming mp3 player and the earphones it came with and it's the best combination I've found for running as well as swimming. As it's completely waterproof and has a clip built in it's perfect and the earphones never fall out which has been major issue for me in the past. Check out Speedo Aquabeat 2.
Your body is telling you to give the running a rest for a reason, as horrible as it is to accept this (queue lots of hormonal crying...) it's best to listen. Just because you may decide to stop running doesn't mean you have to stop exercising take the opportunity to improve your swimming for instance by getting some professional lessons to improve your technique and set yourself a different goal. Every body and every pregnancy is different it's best to keep fit in a manner which is comfortable for you at the end of the day you should enjoy your exercise and you don't want to do any lasting damage to either of you.
I'm with everyone else here, it sounds like awful and potentially dangerous advice! Carb load in the days leading up to it and have a good breakfast like porridge on the day, only use the supplements/food you have been training with. I would also suggest that most personal trainers are not experienced distance runners (neither am I, only done 1 marathon and a couple of halves, but I listen to those who are!) and therefore don't necessarily have the most up to date information about our sport. I'm with RunningMax and avoid caffeine on long runs/training sessions as it just seems like "fake energy" to me.
Trust me they won't be laughing, probably the opposite offering you silent moral support! The breathing is key to the whole thing and inaling half the pool is unfortunately part of the learning process, we've all done it! It won't be long before you crack it and suddenly realise that all those people swimming with their heads out of the water are jealous of your technique!
2.2km in the pool today, admittedly it took me 1.5hrs but I never thought I'd be swimming that far let alone using proper technique. Who cares if I'm slow at least I'm no longer embarrassed by my swimming and now love it