I used to work in the food/hospitality industry & learnt a lot about food, correct storage, longevity of raw & prepared foods & their associated risks.
It is recommended that bought sushi is avoided during pregnancy. Make it yourself by all means, but avoid anything else. The rice is the main listeria culprit, but the other ingredients are just as likely to cause problems too.
Even having something made 'fresh' in front of you is not safe. As others have said, you have not seen the rice be cooked, how it is stored etc, nor any of the other ingredients.
Coleslaw is another huge risk. Again, make it yourself. But leftovers must be thrown out after 24 hours if not consumed. Contaminated coleslaw has caused deaths in the past.
I won't touch Subway at the best of times due to the constant cross contamination I've witnessed. It is a disaster waiting to happen & they all seem to operate in the same manner.
You can find lists of foods & beverages to avoid while pregnant on the net, or possibly on this site somewhere.
Once I learnt there were foods to avoid, if I wasn't sure of something, I stood by my motto. If in doubt, leave it out. smile
Wishing you all the best with your pregnancy too.