If your state has a labor board or equivalent, talk to them. In Michigan, it's hard to make these kinds of complaints because you have to *prove* they're acting that way to you because you're pregnant/a minority/whatever.

On the upside, give it a few more weeks and your energy will return. The first three months are the roughest because your baby is growing exponentially--if the little one continued to grow at that pace through the whole term of the pregnancy, he'd seriously be born a giant. Things slow down and level off during the second trimester, so your body isn't being as taxed. Perhaps a simple biology lesson will get the boss off your back, once he understands you'll be back to normal once this first trimester is behind you.