You clearly are trying to see it from her side, re the title of your thread. YOu have tried your best but, as nkf says, their business wasn't finished and along you came, which absented him from the nuts and bolts of winding down his marriage. She was robbed of that and, even though her behaviour doesn't sound ideal (to put it mildly), this could well be one of the key reasons behind it. Now you are pg and truly he has moved on - that will probably be very hard for her, as it is for so many, even though she ultimately has to suck it up. For the sake of the children, really - in fact, entirely. We all need to feel we are valued, valuable, respected.
So, their children. You say you love their kids and get on well with them - hear me on this: if she's a decent woman she will be glad of that but that's not to say the green-eyed monster will not be playing merry hell. There is no jealousy like it: another woman mothering your children. Unbearable. imo (though no doubt a hoard of women will come along chanting the party line - that it's best for the children blah blah. Of course it is but that doesn't mean it doesn't hurt, that it isn't visceral. Although a lot of women don't have a problem with it, a sizeable majority do). You haven't answered OP why the children stay with their dad every w/e. Every other w/e is actually recommended by the family courts [samwell], plus possibly tea and overnight during the non-w/e week. The family courts consider this model less disruptive for the children and is not a recommendation to assuage the feelings of either parent, regardless of the circumstances. It is for the benefit of the children. That said, when I first split with my ex I was very depressed and for a while the children went to him every w/e - until I was well enough to cope with a full week and w/e too. Every w/e was a temporary arrangement which suited both parents and, possibly, the children too as they got used to not having their daddy living in the family home. After a while (about a year?), one child in particular was finding the to-ing and fro-ing too disruptive and, as I was now well enough, it changed to every other w/e which had been recommended by the family courts. We all settled in to the new arrangement. I don't know if ex was happy with it but the children were, which was the important thing.
I have some friends who went to Relate to wind down their marriage (after he had caught her in bed with his best mate). He requested it, she agreed. It helped him move on, to accept her new relationship with said (ex) best mate. On another point, imo men can have a tendency to move on entirely when they move on to a new relationship - they can be a bit tunnel vision like that: you're out, you're in. It may be that your P is tired of her, has no regard or respect for her, sees her as a non-person? Particularly as he has gorgeous you by his side, plus little you on the way. He may or may not, but whatever way, it's all going to be very hard for her. You probably know all this. You could encourage him to treat her with the respect she deserves (I don't mean patronising her though! She'll see through that a mile off!), not just as a human being but also as the once-love of his life, the one he was fully committed to enough to have children with; the mother of his dear children. When men have moved on, it can sometimes take them a long time to re-respect the mother of their children. Those years of no respect can make the mother, the exP, feel she has been thrown away and is worthless (on top of that she has to somehow cope with somebody else mothering her children - agony). It was all that winding down that has been hijacked you see OP by your very quick union during their divorce. Perhaps they could go to Relate together to do the winding down respectfully? Relate aren't just for patching up relationships but supporting both through a split.
I'm sorry this is one-sided (and long!). I havne't actually experienced being left but, as you clearly realise, it doesn't take much imagination to consider what it may be like. Though I have had to bear another woman playing happy families with my children and that was very hard, particularly as she had none of her own and was convinced she should have mine (but that's another story!). Even when ex married again, there were some tail ends that needed addressing re our marriage somewhere along the line. Marriages don't just end just like that imo.