Sexual activity is generally fine throughout pregnancy as long as there are no complications or bleeding occuring. The fetus is well protected. If a complication occurs, be sure to ask the doctor if sex should be avoided.
There was a documented case of a woman who became pregnant after a bullet passed through a male bystander and lodged in her pelvic area, carrying semen. Ordinarily, though, it is unlikely.
Yes and even six months. More depends on how you feel, but there are things you can do to keep him satisfied in the late stages. And he should be giving you a break during this time.
Well, she can't get any more pregnant if that's what you mean. If you're wondering if it's safe for her and the unborn baby the answer is that as long as it's comfortable for her it's also safe.