You are doing a great job! Hang in there; just remember that you are not being lazy or a bad mommy, you are pregnant and doing the best you can considering the craziness that your body is going through. It is just temporary, and kids are really adaptable, especially at that age. As long as you just keep doing the best you can, that's all you can expect out of yourself. Do as much stuff with them as you can without tiring yourself out too much, nap when they are napping (even your five-year-old can use some quiet time in the afternoon) and try to pick activities that don't require too much energy. I always read lots of books to the kids, even when I'm tired, because it's something that is good for them and doesn't require too much energy.
Also, remember that it's good for kids to try and engage themselves; sometimes it's when you let them figure things out for themselves that their imaginations really take off. I know you probably still need to supervise your 2-year-old, but you don't need to always engage them all the time; let them have lots of free play. Just remember, it's temporary, and things will be better soon. You can do it! And congratulations on your new baby! :-)