Snow, water and bare abdomen were the three things she wanted to incorporate. Also, Sam did not want the typical or expected pregnancy photos. She loves the state and town that she lives in and wanted this documented.
Sam is naturally mellow and I am certain there is a sense of fear of the unknown brought on by motherhood and at a young age. However I believe what you are seeing in some of the photos is the bitter cold wind. While the temperature was in the 30's this day it was certainly not the feel once the wind kicked in.
There are additional photos from this session in my first pregnancy post.
https://www.pentaxforums.com/forums/post-your-photos/176814-people-pregnancy.html