Oh I KNOW how you feel...Maddie is a climber. She hasn't had a litter yet, but I'm worried already. She'll scale any fence, wall, gate, or whatever is there lol. When she was a puppy she would climb right out of her ex-pen easily. It was so scary!!
I would suggest taking down the gates if you're there, but blocking the gate area when you're not. Can you put her somewhere different where there's a door? Or can you get a large crate for her to keep her safe. I know it's not the most fun thing to do, but I keep mine crated when I leave for their safety, and it sounds like this would be in her best interest. Jumping is definitely hard on them when they're pregnant, and will just get worse as she gets further along.