Hi Janice, the issue with macrocarpa is that the volatile oils are an abortive in the third tri-mester for cows (when eaten) and probably other mammals. I had a landlady who miscarried within an hour of starting to clear macrocarpa prunings from a shelter belt, probably from breathing in the oils from the wilted greenery. As John says there is no suggestion that it affects birds.
Other Cupressus cypresses including the Leylands (XCupressocyparis) should be treated with caution with pregnant stock, otherwise there is no health risk from macrocarpa or any cypress.