I was delighted to learn 2XU did pregnancy compression tights! They feel nicely supportive and tight in my third trimester. I sized down to a S after reading other reviews. I am fairly between sizes S-M depending on the make/brand. The compression feels tight and I am happy as I have lots of varicose veins and pressure in my left leg  (it’s my 3rd pregnancy). I am also a yoga/pilates teacher - I can confirm they are squat proof - no see through undies. 
The belly/gusset is very long - I have a long torso and I am currently 30weeks, I am rolling the top band down a few rolls so the tights stay up. Not sure that’s avoidable though - all women/bumps are different sizes and shapes and atleast these tights will see my bump right through my last trimester.