Just a thought...if DH got the flu shot over two weeks ago, there is a good chance he caught a strain not included in the shot. If you get the flu shot, it will take up to two weeks to develop antibodies/immunity. During those two weeks, your body is busy making antibodies to the (dead) viruses in the shot. My worry would be that getting the shot now right as you are exposed to poor DH's flu might actually make you more likely to catch it, as your body is already working hard to fight the three dead viruses in the shot. It certainly won't provide any protection from this particular threat. But I am not a immunologist, and these are just my theories. (Except for the two weeks to build immunity, that one is fact.) Maybe ask your doc the best course of action?
If he hasn't been feeling well for a while, you have probably already been exposed. I did read an article debunking the idea of pregnancy causing a low immune system, and you are probably taking plenty of vitamins, so I would focus on getting lots of sleep, drinking extra water, and maybe a little extra vitamin C/D. Hopefully you won't catch whatever he has, and you can have a happy healthy Christmas.
I hope your DH feels better soon, and I hope you don't catch it, and get a chance to do your shopping!