"Be pregnant with my daughter" is common, but I am not sure about "pregnancy with my daughter". I googled "pregnancy with" and came up with nothing. I don’t want to be irritatingly grammatical, but the noun has changed the whole scenario. This “pregnancy with my daughter” is too risky to let it go. I am not sure you will see my post, but if you want use the word again, it is quite safe to stick to “be pregnant with first child/son/daughter”.