Oh my Lord. You poor thing, and that swine, men they never cease to amaze me at times.
I was the dd of a man who left my mum when she was pregnant, then came back when db was born, then left and got mistress pregnant, then came back got my mum pregnant, then left!! So have an insight into your dc side of things, I dont remember dad leaving, I just know he was never there, and mum was sad.
But I do know this, my mother is made of seriously strong stuff, and I absolutley love that woman for being the mainstay in my life.
Do it together, if he wants to leave then he has to explain it to his children, because you are not even sure whats going on, seems hes the only one who knows a damn thing, although it may be too soon, let them settle, you settle, then the words might not hurt them too much. But dont let him say anything about the other woman or the other children, thats all too confusing, just keep it Daddy is living somewhere else etc.
I really am sorry, please dont let the actions of a fool ruin your time with your newborn dc, you will regret it, take those moments of pure joy with the dc and hold onto them as your memories, not this, its not going to be forever, it will pass, you will move on, you will be happy, you will chose another life without this, without him, dont let it taint now.
Be strong, and know there are people thinking of you and wishing you well, thats alot of energy coming your way, use it to keep going. Good luck