Lloyd Elsmore Pools in Pakuranga are brilliant, and best of all they're free

I don't know about yoga classes, but there's aqua aerobics at the pool in GI. If you're not wanting to get short term work, maybe start up a hobby? Card making, scrap booking? Join your local library and get lots of books and magazines to read? You could even make an outing of it and curl up in one of the chairs and read there. Or get into art, doing something for baby's room?
Or you could do volunteering, like visit old people's homes to read to them or just be company, that sorta thing.
Hey, if you really want to I'll let you clean my house