You’re doing great OP - I’m so
glad you’ve got a good support system.
You’ve been given a lot of good advice already but I just wanted to add that you might want to prepare yourself for when the initial shock and anger fades. I’d recommend researching how the grief model applies to affairs. I’d also look into hysterical bonding (the urge to reconnect and have sex with a cheating partner - sadly I can vouch that it’s very real).
Once the initial anger fades it’s likely that you’ll find yourself with a lot of conflicting emotions about him and your situation. This is completely normal - even more so because you’re pregnant. Don’t judge yourself if you have doubts or regrets but don’t let him take advantage of those feelings either.
This betrayal is going to take years for you to process so take your time, take strength from all of us and those around you and figure out what’s going to be best for you and your children.