Can I leave the state of Massachusetts 6 months pregnant
Or would it be considered kidnapping

You don't have a child. You are with child. There is a big difference.

So yes

Yes

As the others have said, yes you can. You have the right to travel, and to take your child with you after he or she is born, unless a custody order provides otherwise. And a custody order cannot be entered until the child has been born.

Agree, AK Lawyer is absolutely correct, no court order, there is no prohibition on a parent's (or future parent's) ability to travel.