Good on you for wanting to continue

I breastfed my son while I was preggies - my gynae had no issues with me doing it - (though I guess it is also because my son was a bit older). I breastfed him until he was 21 months old - at which stage I started being uncomfy with him lying on me with my big tummy... and my milk started decreasing quite a bit (bear in mind I was only b/f about 3 times a day at this stage).
How far along are you?? I found my supply only started getting affected in the second trimester.
I'd say play it by ear - drink lots of fluids, take your vitamins and take good care of yourself etc and I'm sure you will be fine. If you have a breastpump you could also pump a bit to increase supply if you are worried about it.
Many mums have made it through their entire pregnancy and gone on to tandem feed so yes, it is entirely possible.
Good luck with whatever decision you make! I'm still quite shocked your doc told you to stop immediately - that sounds ridiculous to me!
PS Regarding the sleep issue - my son only started sleeping through at 20 months (the month before I stopped breastfeeding) - rather ironic - he also use to drink for comfort from me sometimes at night).