In my experience and with honesty, this is not something that you can 'do' for him or stress about because it will end up with him feeling rubbish and questioning himself and you feeling stressed and anxious about something that you can't control.
My DH wasn't very connected with our first DD throughout the pregnancy and although he has always loved her from the moment he met her, he wasn't particularly 'bonded' to her, in the sense that he would take her out with him and willingly do stuff with her, until she was about three. Cue lots of shrieking and whining from me about 'So-and-so's DH took x to tumble tots' etc. etc. It wasn't until she was about three and started to have conversations with him and actually interests that he started to really enjoy his time with her. They are super close now that she is six, probably even closer than I am with her! He found the bond and connection in his own time.
With DD2, DH was pretty quiet about the pregnancy but bonded with her very quickly and now she's a proper Daddy's girl. Part of it was that he made more effort with her because he now knew what was to come, part of it was because he wasn't terrified of being in charge of a baby this time, he'd done it before!
DD3 is due in the next few weeks, DH is not really connected with the pregnancy at all, he just lets me get on with it. I know that when she gets here he will love her like he does the other two and in his own way.
I wish someone had told me that at the very beginning because it would have saved a lot of arguments and stress for both of us! Me expecting things of him that just weren't there and actually damaging his confidence and him probably feeling a bit out of it and disconnected because I wasn't giving him the space to do it in his own way and find his own path as a Father.