I'd just have a celebration and call it a joint baby farewell celebration! I dont know if I would tell ppl to bring presents... but thats just me. spending timewwith family n friends is important before going away.
Think of it as a going away party. You can get straight to the point and tell everyone that since you won't be around them when baby is born if they want to they can bring baby items.
I am asian and we don't have the practice of throwing a baby shower BEFORE the baby is born. Personally if time and money are tight, I will not throw this shower. The stress of such will hurt more.
Throw it before you leave whether you have to throw it your self. Its important to be around your family and friends when your pregnant you need that support especially since you are leaving to a different state. I say forget the rules of a properly thrown baby shower do what makes you happy :) -bless you hun i pray for a healthy pregnancy for you