Not an easy question to answer....
I would say that your daughter really should have her own room in her regular house. You have a good point about her not having developed the ability to sleep alone. Does she have her own bed at her mother's house? If so, you could put a temporary (but not too comfortable) bed for her in your room and tell her that if she needs to come into your room in the night, she needs to sleep in that bed. Hopefully, she would eventually prefer the more comfortable bed she has in her room.
I am a single mother, and in the summer both of my kids (4 and 6) sleep with me to be in the air conditioning, so I don't see anything wrong with young kids sleeping with their parents often (but not always). In your situation I think it best that she not sleep with you or your new spouse, especially with a baby on the way. She could unconsciously use it to manipulate you, and especially with the new baby on the way, things could get complicated.
Good luck, and whatever you decide, take it easy, don't make a big issue with a 4 year-old that may just need a little reassurance to become more independent when she is ready.