The thing the midwives would have mentioned is Intrahepatic Cholestasis of Pregnancy - if you have this, you may have jaundice (yellow skin/eyes too) although some people with this do not develop jaundice. You might also notice your wee is darker (although a lot of us have dark wee due to dehydration brought on by morning sickness anyway) and your poo is paler (nice!). It can be picked up by bloods tests and ultrasound. You don't usually see it until late 2nd/3rd trimester but it has been reported earlier. If you develop it, chances are it will resolve after delivery and you won't suffer any lasting harm although it's not the best news for baby. However, common things are common - it's estimated to occur in 1 in 1000 to 1 in 10,000 pregnancies. If you're worried, best to get checked out.
Steroids such as hydrocortisone are only recommended in pregnancy if the benefit outweighs the risk e.g. in someone with bad asthma who needs steroids - they can slow babies' growth.
Hope this helps
