Wife is 8 months pregnant. Need advice.

I've been a lot better at this whole alpha male stuff

This sounds like the epitome of the purple guy. "I want to maintain all my blue pill hopes and dreams, and maybe by sprinkling some alpha on it I can actually get them." Don't be like that.

When women comfort test it's not just for empathy. They want to know that it's actually safe for them to be in your frame. You can't display this if you're still weak-minded about how you view your relationship. It's like a civilian telling the Hulk when he became a pussy after getting whooped in End Game, "Don't worry I'll take care of Thanos for you." If she views you as weaker than her, she sees herself as the hulk and you as the puny civilian. It's not enough just to act alpha - she'll see through that. You must actually be it. By wording it as "this whole alpha male stuff," it tells me you still see alpha as "other" to you that you're just dabbling in. It hasn't pervaded your identity of who you internally are now.

What I'm more asking is how can I comfort her when she is depressed and feels like poop?

And pregnant. You forgot the "and pregnant" part here. You're separating her mood from her condition. Bad idea. Why? Because the "and pregnant part" is the part that pretty much guarantees you can't comfort her. No matter how hard you try to logic her brain or fuzzy up her heart, she's going to keep feeling this way.

You're too hung up on her here, which is also destroying your frame, which cripples your ability to provide her any actual comfort. If she wasn't pregnant, the answer would be simple: Hug her, let her word vomit at you about all her worries and concerns, kiss her on the forehead and tell her everything will be okay. You can still do that here. But it won't actually pass the test. It'll just get her off your back while she still carries on with those worries because pregnancy hormones don't go away. They abate and come right back 5 minutes later. She will have to figure out how to self-regulate so she's not hanging on you 24/7 and you can have some time to focus on your mission.

My point here is, most guys will say: "Don't fix her problem, fix her feels." That's a solid answer. But in pregnancy, sometimes you just can't. Accept that, do what you have to do to be the oak, but ultimately be okay with moving on even if she still feels that way.