An unconscious person can suffocate, which is life-threatening. The others are conscious, so you give help to the unconscious person first.
In medical emergencies, help should first be given to victims whose condition is life-threatening. An unconscious person is at the greatest risk of death, because they cannot control their airways and can suffocate, so they are always given priority.
Option 1. The frightened pregnant woman is conscious and breathing, so her condition is not an immediate threat to her life.
Option 2. Scratches are minor surface injuries that do not pose a serious danger and can be treated later.
Option 3. An arm fracture is painful, but compared to unconsciousness it is not an immediate threat to life.