Hi there I really feel for you as it's very difficult with your circumstances changing so dramatically and having such demanding kitties at the same time.
I agree with Tabitha. I saw the same programme and thought what a great idea. Maybe playing music of a baby crying and preparing in advance is a very good idea particularly for our very clever and sensitive Bengals. This lady was well organised! She foresaw the difficulties with having a baby and then toddler (I think she was a cat behaviourist?) and had installed high places for her cats to escape to if the toddler got to much for them.
She also prepared for the baby having all the baby equipment around the house so that the cats became accustomed to it and also went as far as getting baby clothing such as socks and rubbing the cats cheeks on them to transfer scent. She also did this with the baby equipment too such as 'bouncy chairs'.
May seem mad but when you think about it, it makes complete sense to prepare as much as you possibly can now before the baby arrives.
I think that with being pregnant you have definitely changed your routine without realising it (but your Bengals very sensitive have definitely picked up on that and it's making them anxious.
As for 'closed doors' I think you should try and accept that many cats and in particular Bengals want to be where their owners are. Cutting them off from you is going to upset them and in turn make life more difficult for you so let them be with you it's easier for everyone.
My Bengal follows me everywhere. I can't even go to the toilet without him scratching outside the door to come in! If I have the kitchen door closed and he is outside he will fling himself heavily against it. He wants to be where I am and where the action is! To be honest though that's what I love the most about him
Good luck I really hope you can find a solution to make you all happy.