Choose your battles carefully and once you do, be sure to win the ones you choose to fight. This is one you need to win. Your daughter needs to know you are in charge and you are the boss. It doesn't do her any good to "let her have her way". I'm sure that the coming of another child is part of the reason for her behavior, but that doesn't negate the need to win this control battle. Does she still nap at all during the day? What time does she get up in the morning? Perhaps she is overtired... sleep begets sleep, so possibly an earlier bedtime might help. Also, if she's not naping anymore, perhaps she needs a little "quiet time" (sleep) during the day. This could even be on mommy's bed or the sofa in the living room. It's not presented as a "nap" to her (the big girl) but a rest.
The other thing is to put a gate up in her door so you can hear her, but she can't get out. Establish a VERY consistent nighttime routine and stick to it. We do pj's, teeth, story in the rocking chair, prayers in the rocking chair and a little dim-light rocking (NOT TO SLEEP! It then becomes a sleep crutch). Then put her in her bed, say goodnight, and walk out. DO NOT GO BACK IN!!! Even if she's throwing a tantrum and pulling every book and toy off her shelves and out of the toybox etc. (my now 13 y/o son did this). Going back in re-inforces the behavior. Shut the door and grit your teeth and ride out the storm. IT WILL BE HARD!!!! But she needs to know you mean business. It might take one night, it might take a week, but I guarantee you'll want this matter taken care of before baby comes.
As for baby, if you are not familiar with scheduling feedings (waking the baby to eat if necessary) and putting your infant down for naps awake (so they learn to fall asleep on their own) I would HIGHLY recommend reading "Parent Controlled Feeding" by the Ezzo's or "Babywise" which is by the Ezzo's as well. I demand fed my first child (the 13 y/o) and schedule fed my other 2 and I can tell you from firsthand experience, it made all the difference in the world. I had ENORMOUS bedtime fights with my eldest, but the other 2 have been sleeping through the night since 8 weeks old and we have never had a bedtime or naptime fight or even struggle for that matter. They even share a room, and we have no trouble!! They are a 2 y/0 boy and a 4 y/o girl, who DEFINATELY know how to fight with eachother, but sleeping is not a problem! Hmmm, maybe when they fight with eachother I should put them in their room and let them duke it out!
Well, I have written a book here, but I feel so strongly because I have had both experiences and I feel that Parent Controlled Feeding leads to Parent Controlled living, and isn't that what it's supposed to be? We are to RAISE our children, and so many people just let their kids grow up. When we became mothers, we didn't stop being wives, daughters, sisters, friends, neighbors...how can we do all those things if the children rule the roost! Kids need (even want) our control. Nip the control thing in the bud now and just think how much easier the teen years will be (again, I can speak from experience here...). Hope this helped!!!