Talked to my doc about this And did a ton of research since I'm going away in Feb to a place where a soak would be mighty nice.
In general, you have to be very careful about raising your core temp. So the easiest thing is just to avoid all together. However, there are some ways to keep your temp in check and make the risk minimal.
First, the greatest risk is in the first trimester--I wouldn't even think about it then. The risk is a lot less by the 3rd, but still something to be careful about.
Some hot tubs have a temp control. The one I'm going to does. If you keep it well under 104 (my doc and I discussed 100) it's not much different than a warm bath. The difference between hot tubs and baths is that baths cool and hot tubs keep pumping in the heat. You're more likely to raise your temp in a hot tub because of that.
And then you have to limit your time in there. Doc said if I keep it around 100, and only go in for 10 min stretches, there would be very, very little risk