First: Peroxide is simply H2O2, water having an extra oxygen moleacule used a devoloper to oxidize color and will not harm a fetus.
Second: Most OB's get concerned with the amount of amonia in haircolor.
35 years ago a lot of haircolor companys had up to 20% ammonia in their color to swell the hair shaft and allow penatration of the color into the hair. They are a lot safer and gentler now.
It's always a good idea to know how much (what percentage) of ammonia is in the color.
Call your manafacturer they'll send you the spec's on their product if you ask.
Any color line with less than 3% is not seen as harmful.
If they are nervous then switch them to a 0% amonia demi color like redkin shades EQ
Remember:
1 ciggerate has more toxins ingested into your body than most every color service with some minor exceptions.
I hope that helps...