I would just listen to your body and do what feels right. I taught up until 8 months (and continued participating till past my due date.)
I didn't lower the step height - to me I would worry more about tripping if the step wasn't where I was used to.
I phased out the propulsive moves from 6 months on. I did them when I felt good (like my first class for the week) and then stuck 90% low on days where I had 2 classes.
Speed step only bothered me in the first few months because all the jogging made my enlarged chest bounce. I kept the jogging really small towards the end.
Congratulations! Enjoy your pregnancy and Step. 