Do whatever it takes to laugh as much as possible together - not at each other.
Practice Lamaze outside of pregnancy. Deep and slow breathing actually works as a relaxation technique and helps you avoid saying things in stressful situations that shouldn’t be said.
Never raise your voice in anger at each other. Walk away for long enough to let the emotions cool before tackling an issue of dispute or disagreement. Then, if neither party can accept the other’s wishes fully, practice acceptable compromise - or postponement of resolution. Remember, not everything has to be resolved right now.
Oh, and if a sauna isn't an option, a shower or bathtub works just fine - individually or together.