Herbalist with five years aromatherapy experience checking in. IANAD.
Lavender, to my knowledge, has never been implicated in inducing labor or miscarriage. There are certain essential oils you should avoid during pregnancy, but lavender isn’t one of them.
Here’s an excellent list of common essential oils to avoid. The ones labelled “possible irritant” are probably fine in a finished product or diluted in a carrier oil, unless you have very sensitive skin.
In general, finished commercial products contain very little essential oil - far below a true therapeutic dose. The rosemary in a rosemary salt scrub is not going to hurt you. But if it makes you anxious, just choose the honey and oatmeal one instead.
Squink, the pennyroyal oil incident I think you’re referring to was two girls who each drank an ounce of essential oil and died from it. It is very poisonous, and, like most essential oils, should never be taken internally for any reason.