Hiya
Sorry to butt in, but your post caught my eye I thought I'd chuck in my tuppence worth.
I've just qualified as an Exercise in Pregnancy specialist, and honestly the benefits of exercising in pregnancy far outweigh the risks (such as they are). Provided your BP is normal, you haven't got a history of MC, you're not having any bleeding or pain, you're fine to continue to exercise.
There are a couple of things you should take into consideration though (you probably know all these, but for anyone else lurking who's interested!) - current guidelines suggest that (particularly in T2&3) you shouldn't be doing any cardio for longer than 30 minutes at a time, and you should be aiming for an interval approach (eg, 3-5 mins higher intensity, 1-2 mins lower intensity - they say '3 for Mum, 1 for baby'). Also, if you do swim, current thinking is that you should avoid breaststroke legs. Similarly, with any classes you do do, aqua, or aerobics for example, you should avoid twisting through the hip. This is because it can exacerbate SPD and pelvic pain as your joints relax. Try and make sure you keep your hips aligned and facing forward whenever you're working out.
Running can have a similar effect on SPD, with pressure on the pelvis from baby bouncing up and down on it, and strain on ligaments that support your bump, which can take a long time to get back in to shape. That support band sounds really interesting though!
And, of course, no sit ups!!
No exercises lying on your back after about 16 weeks, as it can obstruct blood return to the heart and make you dizzy and even cause you to black out.
The key thing, though, is that you listen to your body. You mentioned that you're an ex-competitive swimmer, so you're no doubt well aware of your limitations, and when your body feels 'wrong' and 'right'. Plus you've been pg before. So, trust your instincts! If something feels wrong don't do it. If it feels OK, go for it. Just don't push yourself too hard, and if you need to stop don't beat yourself up, after all, it's only a few months and you'll be back on it before you know it.
Good luck, and here's to a lovely healthy and happy pregnancy for you!
X shoeless