R.L.
Cetaphil is good but may be overdrying your face. Oil of Olay according to my esthetician is not good for oily faces. Over dry skin will produce extra oil to compensate. So you may want to try some products for combination, oily or sensitive skin.
Aveeno has some great products as far as cleanser and moisturizer. I have super sensitive plus combination skin and these work for me. I agree with diet, but proteins shouldn't be the issue. More water and less dairy (and of course more fruits and veggies) should help, but as we know when pregnant it's not always easy to change your diet. I know I was so sick during my first and most of my second trimester that I could only eat certain things.
Dove also has some good products, and I believe Suave has a moisturizer for sensitive skin that I have used that works. Make sure to use a moisturizer with at least SPF 15 too!
Hope you find a product that works for you!