Several issues about worms need to be addressed in response to your post.
Deworming on a schedule is the best way to create a worm population that is resistant to the treatment. Just as bacteria become immune to the effects of antibiotics, worms become immune to the meds designed to kill them. Frequent/regular use of the same medication leave a small population of strong worms, those reproduce, and soon you have a large population of worms that will not be affected by the med.
You really must have a fecal test done to see if your worm treatments are working. I suspect your goat's worm population is highly resistant.
Using the pelletized worm treatments is not effective in most goat herds due to years of over use. (Resistant worms) Other treatments such as Cydectin or Valbazen are now the treatments of choice, and they are used only as needed, not on a schedule.
I do hope that you meant she was pregnant after breeding by a goat buck. If it was a ram (sheep), then she's not going to have a successful pregnancy. Sheep and goats have different numbers of chromosomes, and a breeding like that is VERY rarely successful.
Yes, we do use eyelid color as an indication of anemia. However, that is only part of the process. Fecal testing is VERY important.
My suggestion is that you take fresh goat berries from this goat to your local vet for the fecal test. He should be able to tell you if she has a high egg count in her manure. At that point, I'd try Cydectin or Valbazen, orally. See the link for dosages:
http://www2.luresext.edu/goats/train...ormerChart.pdf Please note that the meds are given orally. Yes, there's one column for injection there, but ignore that.

The vet college textbooks say orally.
You will note that these meds are given "off label." That means they have not been tested in goat populations and approved by the USDA for use in goats. We know that. It's just that there's not money available for goat testing.
All that having been said, it takes close to a month for eyelid color to return. In my physiology class, I learned that it takes three weeks for the bone marrow to make red blood cells.