J.P.
Everything has a warning during pregnancy, even probiotics for God's sake! Tea Tree oil is a natural antibacterial, so the smell supposedly comes from bacteria. If that's the worst thing you are doing, it's probably fine. The chemicals in fast food is probably10x worse than tea tree oil...and it's not like you are applying it 100% concentrated.
I use Weleda and it works better than ANYTHING I have ever used!!!!
http://www.vitacost.com/weleda-deodorant-citrus
I use to make my own deodorant with EverClear or Vodka and mix in a few drops of essential oils. I use baking soda to clean and exfoliate my face and use grape seed oil to moisturize.