Should one continue to break the fast due to severe anemia and knee pain, or try to fast, given that the doctor advised against fasting, and taking medication conflicts with fasting times in the country of residence?

There is no objection to a pregnant woman breaking her fast if her doctor advises her to do so, out of fear for herself or her fetus, even if she does not feel pain elsewhere. The obligation becomes even stronger if pregnancy is accompanied by an illness or an expected harm due to increased anemia. In this case, it is forbidden for her to fast, because it brings harm to oneself, and due to the Hadith (definition): "There should be neither harming nor reciprocating harm." The pregnant woman should make up the number of days she missed fasting after her recovery.