Idk what being pregnant is like, but I imagine it's similar to what I deal with having to use the bathroom a lot at night and having chronic illness. Not saying pregnancy is an illness lmao, just that you might have unpredictable energy levels or whatever bodily stuff coming up and if it was me I'd want a comfortable, warm bed to sleep in with access to the bathroom without having to get dressed in layers and walk to a cold toilet in the dark.

We did camper van life for two weeks in Iceland in summer. While it's a romantic idea, it was rough. I got a sinus infection and also had bladder pain and having to get up to trek to the bathroom multiple times a night, and blowing my nose while in a totally silent van with my partner and trying to not also wake him up every time was extremely stressful. Had a few panic attacks near the end from the stress of it. Don't recommend it to anyone who has health issues like I do or needs the toilet often.

Hotels were super nice and if you are booking ahead and it's the off season the prices should be decent. You can save money by buying food at the grocery store like snacks so you don't have to buy three restaurant meals a day, if that helps!