OP, you really need to make the decision to leave, and it has to be your decision, however, it should not be a rushed decision (unless you are worried for your safety and that of your children).
Do you have access to things like passports, bank statements and ID? It's worth, if you can safely, starting to make copies of these in case you do decide to leave.
Do you have somewhere you could go if you left?
You say that you don't want to raise your children in a "broken home", however, it's actually worse to raise them in a situation where the mother is being "broken" by abuse (physical or emotional); as you are pregnant you can probably get a lot of extra support that you would not be able to access if you weren't pregnant - are you under the care of a midwifery team, and if so, do they have a safeguarding lead in your area? It is well worth having a chat with them if you feel up to it, particularly if you are leaning towards leaving your DH.
I don't know why your DH was out for missing hours, and I think it's wrong to assume he was sleeping with someone unless there is other evidence, he has maybe just gone to another venue / club.
Have you got family near you, OP? And do you have a good support network still in place, in terms of friends, and contact with GPs and health care providers?