If your wearing very thin tight fabric it might show a little.

Yes this means you either need to wash them daily or order several pairs.

These products are made of a special patented micromassage wave fabric. They generate well-being and favor the reduction of fat cushions.
The special micromassage wave and relief weave exert a delicate skin massage with natural body movements. This massage stimulates subcutaneous microcirculation and lymph drainage and consequently improves the appearance of the skin and the zones suffering from cellulitis. It also improves muscle tone and favors venous reflux.

The size Medium would be best for you.

These are designed to be worn during the day, as your movement promotes the massaging action.

The sizing goes by both height and weight:
S (4'10"-5'2", 100-115 lbs)
M (5'-5'6", 110-135 lbs)
L (5'2"-5'8", 120-155 lbs)
XL (5'4"-5'10", 150-175 lbs)

The XL may still work for you.

Wearing the two together would not provide additional benefit, as the fabric needs to be against your skin for the massaging action to be effective.

The micro-massage anti-cellulite shorts are meant to be worn snug for the best performance. The medium best fits 5'-5'6", 110-135 lbs. and the large 5'2"-5'8", 120-155 lbs. I recommend the size large, but the fit is a personal preference.

The Micro-Massage Anti-Cellulite Short does not promote heat. Please see the "features" tab on this product page for more features and benefits information.

I would recommend size medium. The pants need to be snug to be most effective so even though you're at the higher end of that size range right now, you'll most likely still fall within that range after your pregnancy.