Ok so the update!!
Thank you all so much for your replies. This was the first time I had posted on here and it was great to get some perspective. It actually helped me to calm down and work out what I was so annoyed about and whether I felt justified.
DH is actually 35 - not 40 like me. I do not impose a curfew on him at all He has so much freedom to do whatever he likes. He could be out every night if he wanted (as long as it didn't impact on the next day). I take care of the children on my own all day every day. He has had the children for 1 day on his own in 4 years as we have been renovating a house - so it is not that I am incapable of looking after them on my own!
For any of you that have forgotten what it is like to be 35 weeks pregnant - insomnia, tiny bladder that wakes you up 5 times a night, baby wriggling around, breathlessness etc. It's not the baby coming early that I was worried about. It's the fact that the next day when I could have someone to help, I literally have to battle to get assistance with anything. And, he can be really rude because he doesn't want to do anything. It's possibly his rudeness that creates the problems the next day as opposed to him nursing a hangover.
As it was, because I had only gone to bed at 5am I went to sleep in the afternoon, my sister took my eldest and he looked after the youngest (whilst handing her an iPad and watching the football himself).
And perhaps, there is a teeny tiny bit of resentment that my WHOLE life changed when I had children and his seems to have just taken off!! It's not easy to go out myself and write off the next day in any way. The children want me to put them to bed and they want me to look after them the next day. I don't believe in just sitting them in front of the TV on days when we could be out (ok, occasionally). They are only young once and I want every day to count - especially when the nights are drawing in and outdoor activities become less possible/attractive. I suppose it makes me realise what a HUGE responsibility being a mother is. I have so much respect for young single mothers who take it on. I can't just get up and carry on with my life in a way that was possible for my DH.
And, whilst I'd love to go out, being pregnant and not drinking means I am more likely to go to the cinema or out for dinner than stay out until 4am. Having been pregnant 3 times in 4 years and breastfed 2 babies for over a year each, I have been out of the drinking/partying scene for quite a long time. It can't help but change your perception of what seems acceptable.
Anyway, thank you all for your opinions. I am sure I will be posting again!