As Dawn has been running regularily for a long time, she probably has quite a high aerobic capacity and most likely maintains a relatively low heart rate when training. If Gail is an experienced runner with at least a few years running experience, she could continue training throughout her pregnancy. The distance she runs should also be kept to what she normally trains. Obviously in the third trimester running is very uncomfortable, and there is more risk of muscle tearing as muscle joints become looser in preparation for the birth. I would recommend sticking to walking at this stage.
Pregnancy requires extra folate in the very early stages for cell division.
Once you hit the third trimester, increased blood flow means extra iron is needed. If you are vegetarian or vegan a supplement such has fefol may be handy. Kevin should point out that low iron intake is associated with learning difficulties in infants, so just be a bit cautious. Once again, if vegan a supplement may be needed. The calcium for the growth of the babies bones is taken from the mother's bones if insufficient is supplied.