So much good advice on here. It can be v scary to think of going it alone when pg, but really, you know this man isn't any good for you. You can't take the bits of him you like, and shut out the bits you don't. In an adult relationship, it's all or nothing. All people in relationships see things about their partner that are irritating (human nature), but if the other person is dangerous and/or deluded, then you must think again - as much for the children as yourself.
I like the advice that says, 'change the locks'. Very good first step. Get his stuff out of your house. Don't go round there. Give his key back (I suggest posting it). Take some steps to create separation, even if it's hard. I'm quite sure you'll feel a lot less vulnerable when you've done that. You may want to consider moving later on if you want a fresh start.. and get someone with objective input(eg Citizens Advice, etc) to help you create a budget to take the heat out of the money argument. If you have the DCs the majority of the time, then it's you who makes the financial decisions on providing for their future, as well as most other things. He can make his own arrangements, just like any other relative. The CSA can be helpful, even just for providing guidelines..
You do not need to justify yourself to him. It's exhausting, and doesn't signify that there is true partnership going on at all.
Try, try, try to stand back and see that he doesn't do anything to make you feel protected or loved. Being subject to constant, aggressive and/or critical review (esp while pregnant AND parenting) is extremely undermining, and it sounds like you've tried to discuss things with him til you're blue in the face. That's enough, really - you aren't responsible for him, you've got enough on your plate. Find supportive love where it's available, and practical help with the rest to remind you that YANBU.
Good luck!!! You can do it..