I don't know about the dog. I always thought that whether or not it was legal to leave a pet in the car depended on the temperature. As long as it isn't too hot or too cold I don't know if it is illegal. I could see it being illegal in FL year round though.
I would have no problem with the prego in the sports bra. I know a lot of people who run in no more than a sports bra no matter what. When I am on the treadmill at the gym I run with no shirt on. Neither are against our gyms rules.
I can't say anything about the shorts and how little they covered. It might be that she underestimated how little they would cover once she started running. It might be that the OP is a bit more conservative than the runner or I. I really don't care though, I just mind my own business. Most of the world isn't so caught up on how terrible the human body is and aren't ashamed of them. We are kind of prudes in this country when it comes to our bodies. The gym is full of people wearing very little. Some look good and some look not so good, it is just one of the things that happen at a gym.
I know plenty of non-pregnant people who wouldn't know a treadmill if they tripped over one so good for her.