At the same time, millions of pregnant women dye their hair while they have a "bun in the oven" with absolutely no problems. There are no official recommendations against coloring your hair during pregnancy from any obstetricians' or midwives' organizations at all. As such, the only logical conclusion is that coloring your hair in pregnancy is totally safe. If you want to dye your hair but are still concerned about the chemicals in most commercial hair coloring, you might want to explore some of the many natural hair dyes on the market. When doing this, you just have to be aware of two things.
First, most "natural" dyes still contain a ton of chemicals, so look a bit further than the label "natural", and check the ingredient list! Secondly, if you have previously dyed your hair with chemical colors, natural dyes like henna can react unpredictably. Some pregnant women are worried that the hair dye won't "catch on", or it might turn their hair frizzy or even... blue, because of the hormones. If it's any consolation my friend, who has been a hair dresser for almost 20 years now, says that she never saw anything like that happen during her entire career, but she did many pregnant ladies' hair. I've also colored my hair throughout my pregnancies, without problems.