This is a difficult situation. It would have been preferable for your wife to address the high iron load before becoming pregnant. But, she is pregnant, so you must look at her health and determine if she is fit enough to manage a pregnancy. Thal majors often have difficulty becoming pregnant, so you have to keep in mind that she may not get many chances to have a child. If the doctors feel she can manage a pregnancy without endangering her health, and you agree that her health is good enough to do so, then continue the pregnancy. If her health is at risk through pregnancy, there can only be one choice that is right, and that is termination of the pregnancy.
Whatever happens, she must address this serious iron load. After the pregnancy is over, please come back for guidance with her chelation.