Lots of people say their local pet shops dont sell it. Which i find bizzar, both mine do! Odd. You can order it online I believe. Hay for pets seem to be recomended. They will deliver it.If you just type in Alfalfa hay. From my understanding I assume its just a different grass, however it has higher calcium levels than normal hay. While your girl is pregnant all the calcium she eats will be going into making pups bones, this means its important that she has plenty. Hence the alfalfa hay.
HTH
Try the hay experts:
https://www.thehayexperts.co.uk/Hays,+Grasses+%2526+Herbs.4/Select+by+Hay+Type.130/Alfalfa.27/
Not cheap, but they deliver fast and their hay is good quality.