Pumpkin - Don't show your screenshots to his parents. They will turn them around on you. After all, not only did they raise your husband... but also the sister who agreed with you yesterday, but turned it back on you today by saying that "it's not his fault".
I also wouldn't report her to work, because when your husband finds out - he's going to take her side, I'm afraid, not yours. You'll be made out to be more than just hormonal to his work colleagues - but possibly controlling and, dare I say it... abusive by trying to prevent him from having friendships with other women.
Your problem is - as many others have said before me - not this woman. It's your husband. Blaming the entire exchange on her being Polish?! Well, that's certainly a new one! My son's stepmother is Polish and she is the loveliest of people - kind, respectful, polite, and has even been known to step in and defend me when her husband (my ex) is having a tantrum! It's not a cultural "thing", it's a choice "thing". She is being nasty - and your husband is encouraging it, as well as joining in - because she chooses to. The question is why? Why visit your home to meet your dogs? And yep; that was so that she could observe you, and your relationship with your husband. She may be engaged - but as I said in my post yesterday, so was my mother, and she ended up marrying the bloke she was having an affair with (my father) whilst still engaged to the poor man she was cheating on!
You don't seem to want to hear what we're all saying. And I do understand why - you're newly pregnant, and everything was great, then you caught sight of a left-open laptop and... now everything's turned to shit. You want the happily ever after, the white picket fence and the perfect nuclear family. But if you stay with your husband, you're not going to get that. This mocking of you has obviously been going on for some time. I'm even willing to bet that this woman isn't the first, or only colleague he sneers at and belittles you to. Maybe she's the first who joined in, who encouraged him - but I doubt he needs much encouragement to be nasty to/about you, does he?
Domestic abuse /violence often starts during pregnancy. It's when abusers believe they have their victim trapped, tied to them by a child. And abuse can come in many forms - physical, verbal, emotional, financial. So far, I'm seeing two forms in your marriage already - and I don't even know you! Do you really want to stick around and wait for this to all get worse?
You said that he wanted a baby more than you did. Why? Was it so that you wouldn't leave him? Was it to trap you into a relationship that seems one-sided, with him being the dominant one in the marriage, rather than you being equal partners? He has shared intimate medical knowledge about you with a stranger to you - and then sneered at it with this stranger. With someone who is only meant to be someone he works with. Well... unless his work is to make his wife feel like crap, he shouldn't even contemplate doing it.
You don't sound passive at all, to me, and he certainly doesn't sound like a pushover. You sound trained into accepting shitty behaviour from him, demeaned into compliance, and he sounds like an abusive bully - who will, believe me, get much worse.
Why did he leave his laptop open? Was it a test, do you think, to see if you'd see the messages on it? Was he setting you up to fail? You said that you knew him well enough, to know that he'd turn it back on you about snooping. Did he? Has he? Will he when this all gets worse? ("Well, if you hadn't of snooped on my laptop, you'd not know what we're still saying about you, and you'd not be so overly sensitive about it, would you?", sort of a thing).
Do you have any family nearby? Not his family... your family. Or friends you can turn to? Because right now, I think you're in a very critical part of the whole abuse cycle - and because of lockdown, you're essentially trapped. Talk to your midwife - she will know how to help you, and she'll need to know that your husband is being abusive towards you. Because he is.
Please listen to what we're all trying to tell you. Most of us have personal experience of men like your husband - and some of us left them, with either small babies/children, or whilst still pregnant. We did more than survive; we thrived (to borrow a phrase). And, more importantly? So did our children.