I think it's important to remember that while we may lack comprehensive data about these specific vaccines and pregnancies, we have enormous amounts of data on vaccines and pregnancies. There's not a lot of new technology in these vaccines: one way or other they induce some cells in your body to produce a specific protein (or inject the protein directly, or inject a whole weakened virus, which has the protein attached). Your immune system then recognizes that protein and mounts a defense against it. That's it. That's every vaccine ever produced by man. The only difference is what specific protein it is.
Now given that mechanism, I would have no idea if there were any chance of adverse affects to pregnant women or the baby they're carrying, but as far as I know, there has never been a vaccine that has been shown to have adverse affects on pregnant women, or on fetuses. As far as I know there has never been a vaccine that has any adverse affect on anyone -- with the exception of improperly made batches of vaccines, live virus vaccines, and a very occasional allergic reaction. Given the large number of vaccines that have been tested on pregnant women, and the fact that they're all basically the same, I think we can be extremely confident that there is no simply mechanism by which a vaccine or, any random protein floating around the bloodstream, can harm a fetus. And thus these new covid vaccines are likely extremely safe for pregnant women. I'm certainly not 100% sure, but my personal Bayesian estimate is well over 99%.
Also worth mentioning that the baby will likely inherit some amount of immunity if the vaccine is taken during pregnancy. Which has at least some value, given that it will probably be a while before anything is cleared for infants. (Although J&J did just announce infant trials).
All that said, my wife hasn't made her final decision on whether to get vaccinated when she becomes eligible (likely soon!). If she had any sort of risk of getting infected in daily life, she would get it for sure, but we're completely battened down here, so our risk is essentially zero.