1) Start putting down boundaries. Like “I’m going shopping on Tuesday, please have your list for me on monday night.” Make it clear you will help out once a week (or whatever it is).
2) Is there a sisterhood committee at your shul? Can they arrange rotating help so the burden isn’t on you?
3) Someone needs to talk to the husband or his Rav. This is his husbands responsibility. Its his child she’s carrying and he should be taking care of her – even if he doesn’t agree with her errands.
4) If its not a necessary item (“I need another blue sweater when I have 4 to wear already, can you pick it up for me?”) learn to say NO. You don’t have to do everything.
5) Realize that you are doing a wonderful thing and this woman may not be fully there. I have never heard anyone (except for little kids who need prompting) who don’t say please and thank you.