Yeaaaah don't stop if you don't have to lol it helps a lot when you get closer. My SO and I had sex two nights before I went into labor.
If it hurts or you're told by your doctor not to, then stop, but other than that you're Good! Also when you get toward the end, once you start dilating, you shouldn't have sex either (bacteria and risk of infection).
If it hurts or is too uncomfortable. Sex is fine all throughout, unless of course your told by your doc otherwise
Only if Dr forbids you to.