My wife is six weeks pregnant and in the past she has trained her body not use the bathroom through out the night. Now that she is pregnant she finds her self waking up at 2:30pm ( night shift worker) and having to run to the bathroom. In my opinion that can't be healthy, she says the urine is really yellow but lightens up through out the day. If someone is holding their urine can that harm the baby?

It won't hurt the baby, but she could give herself a kidney infection or UTI.

She needs to pee as often as she needs to pee. If she holds it she can get a UTI which can be dangerous to her and/or baby.

Holding urine when your bladder is full is not healthy. She needs to go to the bathroom when her body tells her too... not on her schedule.