I sympathize. I've written this before, but Cara was our escape artist. One to two foot in diameter boulders around the base of the fence worked for digging under. When she'd start to dig a boulder would fall into the hole, blocking her escape. She tried it for awhile and finally decided it was too much work. Also, the electric wire is a good tool. In our case, she only zapped herself a few times before she to quit trying to escape. Though they probably are trying to get to you, you are right that it's just too dangerous for them to be out. It's going to be tough for a little while for you to spend a lot of time with them since your baby is due so soon. I think that for now your best bet is just to be sure that they are safely inside the yard & spend time with them as you can, and provide them with lots of toys to play with to keep them occupied. It won't always be so busy, so hang in there.
I remember the newborn days fondly.