Thankfully science has proven it has no effect on pregnancy.

They say to wear keys or a safety pin and key Im worried because I dont have anything to wear on my belly

Mexican grandmas believe your baby will have some form of deformity if you are expose to a lunar eclipse to protect your baby you must hang a silver safety pin on your tummy or some keys 🤷🏻‍♀️

All superstitions

Aztecs believed a lunar eclipse was a result of a bite being taken out of the moon. This idea translated into the Mexican superstition that if a pregnant woman viewed an eclipse, a bite would be taken out of her unborn child's face. Hindu text credits the eclipse to the head of the demon Rahu, who ate the moon or sun. 
Do not go outside during the eclipse. It's believed pregnant women who are in the presence of the eclipse could cause their baby to have facial deformities or birth marks. While there isn’t a proven reason why women who are expecting shouldn’t go outside during the event, there is merit to not looking at the eclipse with bare eyes. “Eclipse blindness” is a real thing. It’s never safe for anyone to view the sun for any length of time with a naked eye, because it could permanently damage the retina. (There are eclipse glasses that are certified as safe for viewing the eclipse. But, if you haven't bought glasses by now, you might not find a pair.) There are no proven eclipse-related health concerns specific to pregnant women or their babies. 
Don’t wear metal. Avoid wearing sari pins, hair pins and jewelry, AstroSage, an India-based astrology site advises. Superstitions say this might also cause facial birth defects. 

Do wear metal, and red underwear. Yup, this one goes against the previous idea. Mexican superstitions say wearing a safety pin (traditionally, a woman might have held a knife close to her belly) and red underwear offers protection against a cleft palette. While the cause of a cleft palate is unknown, there have been no proven links to eclipses during pregnancy