Hi Picky, I'm so sorry you lost your father. I know exactly where you're coming from, I lost my mum on 22nd March (Mother's Day) and was 27 weeks or so pregnant at the time.
Obviously I was very distraught and from all the crying came down with a chest infection. I went to the doctor's and he listened for my baby's heartbeat, with a Stethoscope, but said he couldn't hear anything, so he sent me to the hospital.
Fortunately all was well, but I did ask the Midwife attending me, if there would be any major effect on the baby, she said stress can have a slight effect, but baby's even in the womb are resilient and there wouldn't be any serious effect to him.
I hope your pregnancy goes well. Keep us updated.