When the third eyelid is across, it means the cat is unwell and/or dehydrated.
There are two ways to check for dehydration:
Pinch test - Gently pull the skin up on the back of the cat's neck and release. If the cat is well hydrated, the skin will snap back into position in a second. If the cat is dehydrated, there will be a 'tent' in the skin that takes longer to go back into place.
Gum test - With clean hands, lift the cats lip and gently press on the gum and release. The gum should turn white for a second and then return to a nice pink colour. If the gum stays pale or is greyish, the cat is dehydrated.
It could be anything - an infection, a kitten has died in-utero, poisoning (from plants or household chemicals) - anything.
As I said, a vet visit is a good idea, especially because she is pregnant.