It's okay to take it slow :) Just do things at your own pace or one where you are most comfortable. And especially when you are getting up from a sitted position noting that you are anaemic. Staying hydrated with water or some electrolyte drinks may help but best to consult your gynae if it's okay for your consumption :)
Sorry to hear of your colleague's behaviour, it's not something which you can have control over, but you can express or stand up to him on how his actions is shameful; to make fun of a woman in labour. How would he feel if his own wife experiences such a thing at work.
Sometimes it's better to voice it up and stop the mockery once and for all. However, if you're unable to, perhaps highlighting it up to your management or seeking out fellow colleagues who are mums themselves may offer some relief thru sharing/a listening ear. Stay strong💪🏻