What small gift can I bring to someone who is feeling down?

Dinner.
Frozen or take them out. Take the family out. A gift certificate to a local restaurant.
You can almost never go wrong with food. It's exhausting for someone to have to figure out food for a family every day of the week.
- This is the one.

People tend to express care in the ways that they would like to receive it.
Do you notice your friend giving gifts to other people? Maybe instead, she does small acts of kindness, or maybe she compliments people freely? Sometimes it's as simple as quality time.
When someone is going through a tough time, they might feel very alone. Offering to listen without trying to solve the problem (trust me, they've already thought of all the options) is such a generous act.
I kinda rambled.. hopefully that makes sense and good luck. You're a good friend.
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  When it was my birthday she bought me a slice of cake which was nice though and gave me a little note.
  Sounds like a small gift + a card/note might be a good idea then.
  I would suggest something simple like a coffee card, but if you want to be mindful of caffeine intake for pregnant women then maybe an alternative like a box of caffeine-free tea that's soothing and calming? Or perhaps aromatherapy in the same vein if she's not allergic to scents?
  Moms with small children are stressful enough on a good day let alone going through rough times, something soothing can hopefully make her day more endurable.
  Plus a get well card(or something appropriate for the event) with a short hand-written note can go a long way.
  
  You both sound like wonderful people.

Flowers
Sugar free candy?
🧸
Case of favorite sparkling water
I dunno I'm spit ballin here
- Flowers. Even a cheap bunch from the grocery looks nice for several days and reminds you that someone thought of you.

Food is love.
My vote is for hot soup.
- Yes but cookies

Play Lego with the kids while she goes for a nap or walk.
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  Maybe you could get her something she can enjoy with the kids, like a board game or something.

Is she a tea-drinker? Maybe a bag of some really nice tea from a proper tea shop, herbal or otherwise. My experience is that tea drinkers really appreciate a nice artisan-style brew. It's an understated but thoughtful gesture.

The smallest thing I can think about is probably one of those rice grains with a poem written on it.
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I can't read the original text, so I'm mostly replying to your edit.
Doing something nice isn't an asshole move
Doing nothing isn't an asshole move
It's not a lose-lose scenario
You're not an asshole
This planet is better with you on it
Okay now that I've got the obvious stuff out of the way, DON'T LISTEN TO THE HATERS! The vast amount of replies were positive and encouraging. You obviously edited your post, which is a bit of an overreaction, but I get it. I'm sensitive too and I genuinely think it's a good thing (mostly when I see that quality in others 🤷‍♂️). Empathetic people like you literally improve the world, for everyone. But ignore the bitter people who do the opposite and want everyone else to be miserable too. Even if you had no impact, you should do good things because they are true and pure and worth it, no matter how the recipient responds and no matter how other people view it. They'll also make you feel good! Just keep being you...
- .
  
  A boy is throwing rocks into a lake. With each splash he worries that someone will tell him to stop. He starts with pebbles but after each toss and satisfying bloop, he feels a bit better and starts throwing larger and larger rocks.
  As he picks up a large stone of 5lbs, he notices a family making their way to the beach. He drops the stone in a panic directly onto his foot and screeches in pain. The father of the family runs to the boys side. Without asking, he picks up the boy and carries him to a nearby boulder, sits him down and inspects the boys bleeding wound.
  "What were you doing?" The father asked.
  "I was seeing how far I could make it" replied the boy.
  You're not the evil you think you are. It's late but I'll get back to you in the morning. PM me in the mean time.
  
  💊
  
  Bruh you're overthinking. Get out of your head and go touch some grass. Idk what's going on because of the edit, but you need to talk to a professional

When my wife is in a bad mood I try handing her random objects like a stick from outside. [Wife] you can't be mad, you now have an anti-grumpy stick
*I swear this actually works. We are a strange couple

If you found out she has gestational diabetes from anyone else but her, and that she's having a hard time, let it be. If she told you herself in an honest moment of comfort, tell her "I'm so sorry. That sucks." And let her vent. The last thing she wants is for anyone to make a big deal about it, solve her problems, or choose her diet.
Bring in donuts again. Seriously. She's an adult and can choose to eat them.
Bring in a more health conscious option. Once again, she can choose to eat it or not.
You're trying to find an option when most likely you shouldn't know about her personal health issues in the first place. Unless you have a very close relationship that you aren't letting us know about, you shouldn't be trying to figure out something to give her to make her feel better. She could very easily feel ostracized for her pregnancy in the first place. Employers arent super cool with pregnancies, let alone pregnancies that are in any magnitude more difficult.
What makes will make her feel better is a coworker that respects her space and private health matters. Don't treat her as special. Treat her as human.
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Get her a book, maybe from the Diskworld series, its great for big and small.
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  Pet Semetary
  /s obviously
  Discworld is a solid suggestion, it’s very accessible!

Maybe a new journal and pen? A coffee or tea? A gift card to treat herself?
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  Some people don’t want gifts like that, and I’d say respect their wishes. It might make the situation worse otherwise.
  Maybe just play it as “I’m running out for a coffee. Let me get you one too.”

Flowers. Or a little potted plant. But yeah cut flowers are the traditional gift.
A picture book for her kids, so she can read to them. Or a board game, to play with them.
Someone gave me a usb stick with a few kindle books on it one time, that was nice.
A flowery handkerchief or scarf is always a nice gift for a woman who has everything, I never dislike getting one. I have pretty handkerchiefs in my glasses case to clean them with. Better than scratching them with a tissue, and nice to look at too.
- Someone gave me a usb stick with a few kindle books on it one time, that was nice.
  A friend once made a "mixtape" on a USB stick. Instead of mixing music tracks it contained whole albums. The girl he gave it to exclaimed "A USB stick! How nice!"
  So make sure to let them know that the contents are the gift.
  
  It isn't difficult to label usb sticks. They have little loops to thread the chord of the label through and everything.

A ready-to-bake lasagna or two in those tinfoil trays. No need to worry about dinner, and one to freeze for another day.
You can use alternative low-carb high fibre pasta. (Just saw the carbs thing) Or just make a different meal.
It's not another 'thing' to clutter the house, and it takes off a bunch of stress.

Seconding the Lego suggestion. There's some really nice fairly cheap sets of flowers, succulents, and city postcards.
We buy people Lego flowers instead of real flowers these days. For something that dies super fast, flowers are too damned expensive.

A candle

Flowers?
- I think flowers are over looked too often. It doesn't have to be a romantic gesture! There's plenty of arrangements that just say thinking of you. Go with something small, even from a grocery store. Flowers will put a smile on their face.

Stuffed toys, books for the kids and also spend some time with them and reassure her. Give confidence and strength that they can figure it out.

Book/s to read to the kids?

Write a note to let that person know how valuable and wonderful a person that they are. Using specific examples is good. This isn't the time for vague platitudes. I would tie any gift in with how much they have done for others, and how deserving they are.

A nice, somewhat mid tier soap or moisturizer gift set. Make sure it's specific enough like face cream so it's clearly a self care or treat yo self thing, vs a "you smell thing", trick is to add a note letting her know she matters and deserves some me time.
- Chatgpt suggested: "I wanted to share a little something to lift your spirits. Remember, it's okay to take a moment for yourself – you more than deserve it. Know that you're appreciated and never alone in this."

Does it have to be food-related?
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An 8 ball is always appreciated.
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I found the "5 love/appreciation languages" to be one HELL of an eye-opener:
It hadn't dawned on me that trinkets/gifts could be a primary love-language, for anyone, ever,
AND it explained the behaviour of some people I knew.
https://en.m.wikipedia.org/wiki/The_Five_Love_Languages
Read the 5 types on there, & see IF the person you're interested in helping has some distinct lopsidedness on those 5 ways.
THEN figure out what to do to help 'em.
_ /\ _

Leave her alone. If you’re so unfamiliar with this person that you’re asking strangers on the internet for “gift” ideas to help with “a rough time” just stop. Whole thing is screaming immensely inappropriate.
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  Based on that wall of text imma double down on “leave her alone.”