Generally this sensation indicates entrapped or pinched nerve. Which can be anywhere from the arm, shoulder or neck area. If there is any discoloration to the skin, it could also indicate a lack of blood circulation. If no, discoloration the location does indicate the ulnar nerve.
It could be the location the baby is in causing some pressure somewhere, etc. which would generally resolve after the baby is born. However, go give your doctor a call tomorrow for a proper in person evaluation.
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