You should contact an attorney, you might be able to make arrangements as to when or whether you have to surrender. It's a better option then merely turning yourself in while you are in the current high-risk state you are in.
If you have an outstanding warrant, you could find yourself arrested from the hospital after you give birth when your baby will need you most. Hire an attorney to help you file the necessary paperwork to help you.
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If you are less than three times in warrant, you can hire a lawyer to quash the warrant and get you on a payment plan. Your only other option is to simple go to jail. Your pregnancy is irrelevant. You can give birth in the Clark County Detention Center, because they have a medical facility. If they arrest you after the birth, they will simply send your child with CPS.