At the time, I was weight training with free weights using heavy weights, slow tempo and compound moves. I would work each bodypart at least once, but preferrably twice a week. Because I was underweight I did very limited cardio and just focused on strength training. I started out working out at home with a set of dumbbells and gym-style weight training DVDs by Cathe Freidrich... a great way to get started if you've never lifted before and Cathe teaches great form and emphasizes safety. When I progressed to the point of needing the challenge of heavier weights - particularly for squats and deadifts - I joined a gym.
I believe the body naturally comes back into balance and heals itself when the digestive tract begins to heal, allowing better assimilation of nutrients. My sig shows some of the supplements I've found helpful in healing the gut and getting the gut ecology back in balance. For diet, I concentrated on high protein, low carb and plenty of healthy fats. This type of diet is not only good for the gut, but it will help with body recomposition - reducing excess body fat and building healthy lean muscle mass.
I'm not sure how long it took for the bone density to return to normal. I was extremely ill for the first couple of years after diagnosis and the healing process took alot of time and trial and error. I'd guess at least a year would be needed to rebuild bone loss.
I can't speak to the pregnancy question, although an educated guess would be that it would slow down and/or complicate your efforts to heal and rebuild bone loss because so much of the nutrients you're ingesting are being diverted to the developing baby.
Feel free to email me if you want more details.