Hi,
Congrats on your pregnancy! I have been told as long as your hemoglobin stays above 7 you are okay. Mine was in the 8-9 range and I had a healthy baby boy. I worried about my lower hemoglobin harming my baby as well, especially in the second trimester when I got dizzy and short of breath. At that point I was referred to a hematologist, who was familiar with thal, and did find I was iron deficient in addition to my thal. I was then given iron transfusions every other week, which helped a lot with how I was feeling. I was also reassured the baby would be fine, as they take what they need and the mom is the one who feels the effects. For my current pregnancy, I want to try to avoid the transfusions and am trying pure absorb iron water. So far I haven't had any of the horrible side effects I had when I was trying to take the pill form iron. Chances are you will need extra iron because of the demands of the pregnancy, but I would ask for a referral to a hematologist so they can monitor your iron levels.
Best of luck with your pregnancy!
Crissy