I am not sure about olive oil but yes Ecualyptus oil does help. Since she is pregnant, i'd suggest you to not use any oils that are used in aromatherapy. I'd suggest yout to boil lots of neem leaves in water till the water reduces to half. Them gently massage that neem water on to the coat in a way that it nicely reaches the skin. I'd suggest to use a sponge. Hope this will help and its the safest remedy could think of for a pregnant lady(bitch). Neem is a non-toxic repellent.
In sometime there would be many people who will start to disagree to this solution and start mentioning some real funny stuff. I'd tell you to consult your vet.