Hi @Anonymous,
As @OOlashyn mentioned, it wouldn't be possible to have a multi-select lookup. By nature, a lookup is a one-to-many. One record (Pregnant, Post-partum) would be associated to many records (whichever record you want the multi-select on). I think what was originally thought to be the consideration is multi-table lookups (Multi-table lookups - Power Platform Release Plan | Microsoft Docs) which is coming later and may not immediately be available for use on the Portal.
What you need is a change to your relationship; you should have a Many-to-many relationship between the tables instead. This way, you will see a subgrid which can have any combination of pregnant, post-partum, etc., if that indeed does need to be a table (and not an option set, as recommended in the Dataverse forum).
I hope this helps!
Justin