I would just make sure its well ventilated and you are fine. The smell of hair dye bothers me, but not because its bad for baby-- I feel the same way about laundry detergent or the bakery at the store. Overpowering odors.
So, you might want to schedule your appointment first thing in the morning and bring a mini fan or something to keep air moving.
On the whole its fine to dye your hair all throughout your pregnancy.