You should actually continue to take your Synthroid and let your endocrinologist know that you are pregnant so that they can monitor you and adjust doses as needed, as pregnancy sometimes messes with your thyroid (or lack there of)
Synthroid is a "Pregnancy Category A." Which is safer than Tylenol (which is a "B"). But you should always confirm all medications with your doctor. Are you on Synthroid for thyroid issues or weight loss? He'd probably keep you on for thyroid problems, but with pregnancy, weight loss isn't safe.
Deffinitely stop with the phentermine...I'm not sure about the synthroid but the phentermine hasn't been studied with pregnant women however woman taking it with the other fen (can't remember the name) had a miscarriage rate of 1/3 as opposed to the normal miscarriage rate of 12-15%. Call your doctor to talk about your situation as only they and a pharmacist will know best. Good luck!