Preschool/nursery change
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Upsetting the nursery staff should be your last concern!! Whatever your reasoning was for doing this in the first place - this definitely won’t be feasible once you’re a tad heavier - so as horrid as you must feel (i would be the same if i had to move my little one), unless you have other ways of getting them to nursery, I don’t think you’ve got much choice x
I had a similar issue when I was pregnant with my second so I can't even imagine how hard it is with two and pregnant. I looked at other nurserys but Iwas lucky that my husband was able to arrange to start work later on nursery days and make the time up in weekends. It was hard as he was around less but did mean I didn't have to do the walk. But if you have no choice don't hesitate, change their nursery. It will be hard for them initially but kids are resilient and will make loads of new friends who will likely be local to your address as well.
Nursery staff may be sad to see you go, but they'd more than understand if you tell them why! It really isn't about them, but i understand your hesitation to remove your kids when they're at a great place!! Unfortunately, the close place is likely the better option for you. Maybe down the road you can switch back when you're in a better position to do so.... but it is important to consider your health for you AND your unborn child.
If you're struggling now, you won't be able to do that walk in another 10 weeks or 20 weeks so if there's no alternative way to get them to nursery, i think you need to move them to the closer one.