Hi Daisy,
Well, in blunt terms, your Dr is right about the DKA, but obviously thinks that you are not responsible enough to cope with your diabetes. I would explain that you are still on your pump, have no plans to come off it, and demand that they help you with your pregnancy. You will probably get a lecture, but the Dr does have to help you!
Make sure that you have some keto testing sticks (I have teh unrine ones..nice!) and keep watching your blood sugar like a hawk. Frankly, I wouldn't bother changing Dr, just make the best of the one I had.
Another thing to note, is that some Drs will try and take you off any insulin that has not been tested on pregnant women. I chose to stay on my levimir, even though it hadn't been tested, as I belived that I understood the risks etc and teh Dr supported this decion...but it was MY decision.
Hope pregnancy is treating you well!