You can have Sabudana in pregnancy as Sabudana is full of starch or carbohydrates and is great for a quick boost of energy.
Sabudana is extremely low in fat but also low in protein. As it's just starch, other than the carbohydrates, nutrition-wise, sabudana does not contain any minerals or vitamins and has very low amounts of calcium, iron, and fiber. However, you can make up for this by using other ingredients with it, such as milk for making sabudana kheer/payasam/gruel or vegetables and peanuts for making sabudana khichdi.
A diet rich in vegetables coupled with physical exercise, whether yoga or workout is great for your health.