My 4.5month old baby has started covering her face with her arm or hands to sleep. Usually when self settling, then her arm will drift to cover her mouth only. Is this a concern for SIDS and is there anything to do? Thanks.

This is not uncommon for babies, particularly when settling.
Face & head covering is particularly of concern when it happens using loose or soft bedding like blankets, doona, quilt or clothing (eg hat or hoodie)

Is your baby rolling yet?
Is she in a cot or still in bassinet?