First of all, a pregnant woman should show gratitude to Allah for this blessing He has granted her. He (glory be to Him) said, “He bestows female (offspring) upon whom He wills, and He bestows male (offspring) upon whom He wills…) (Surah Al-Zukhruf, 42:49)
Secondly, with regard to a specific supplication for an unborn baby, there are no such supplications reported as far as we know. However, it is authentically reported that the Prophet (peace be upon him) said, “There are three supplications that are never rejected: the supplication of a father (or mother) for his child, the supplication of the fasting person and the supplication of the traveler.” (Related by Al-Baihaqy).
Therefore, pregnant women should take the advantage of this and implore Allah for their children, and surely Allah will answer their supplications. A can ask whatever she wishes of good supplications but there are no definite supplications in this regard. She may implore Allah to grant her a righteous and grateful child, a good child who will obey Allah and be dutiful to his parents and the like.
Furthermore, it is good to remind pregnant women to observe acts of worship and be fearful of Allah for this indeed has a great effect on one’s offspring. Muhammad ibn Al-Munkadir (a scholar from among the Salaf) said to his son, “I used to perform more prayers so that Allah preserves you.” Also, Allah mentioned in the Qur’an in the story of Musa (Moses) and Al-Khidr that He the Almighty saved the treasure of the two young men because their father was a righteous man. (Surah Al-Kahf, 18:82)