Thanks all for your answers.
@iworker your final reasoning has been very helpful. That would be an ideal case if both my current and future employer seem flexible and would be a perfect timeline if everything goes well with CoS issues and visa applications.
Anyway, three further issues arise here:
1. What if I get a new offer now, it will take a while until they produce a CoS right (say 2 months?). Then, I am not sure how to handle the job switching and notice, so, if I apply for new visa in 2 months from now (after a new employer might have provided me with a new CoS) when would my current CoS be invalidated?
They state that only one CoS might be valid at the same time per person. If the old CoS becomes invalid then I should end my current job immediately?
I need this so as to know what to do with the notice period as well as this will be directly related with the salary payment - current employer cannot pay me if I am not entitled to work in this job ... it is somehow confusing.
2. If I leave things, lets say up to the last month before my current visa expiry, then, if something goes wrong with CoS approval from HO I might risk to "overstay" and produce more trouble in terms of moving abroad in my condition then reapplying and coming back ... hence I am thinking of point 1.
although in this way I will lose every right to maternity leave that I currently have
3. The new jobs I am looking for are a long-term investment for my career, and I would not be entitled to any maternity leave if in a new job, therefore I expect the new employer not to be "bothered" a lot for one month of my absence. However, I have planned to discuss my pregnancy after they make me an offer but I am not sure when exactly to discuss this soon after they make me an offer, soon after they issue the CoS or after I get the visa with the CoS provided by them. Is there any risk that after an offer and the discussion of my pregnancy, they might "fail" to provide me with a CoS on grounds different than the pregnancy? - How could I then handle this if it happens (I believe I could take legal action if this happens but am not sure therefore need to know of any "grounds" under which a CoS application might fail)...
Thank you very much for your help indeed!