I don't really know becaue I don't shear pregnant ewes but logically the fetus is growing the most in the last month of gestation so sooner rather than later and I'd think an empty stomach would help too. How they're shorn might make a difference too. If you're taking the wool off while they stand on a grooming lift then I doubt it matters. Sat on their butts and rolling them about offers more chance of twisting a uterus or promoting a prolapse (I'd think!) Who shears for you or this a DIY job?