OP this is a wanted baby. You want it. You said as much many times in your original post.
A termination would be your choice, not his, and it does not sound like that is what you want at all.
If you are receiving threats, then this should at the very least be reported to your MW, if not to the police.
It does not sound like this man wants any place in your life, or in your baby's. And although you sound understandably upset about his attitude and behaviour about the pregnancy, you don't at all give the impression that you were expecting a future and family with him. In that sense, you don't give the impression that you see a place for him in your life, or are upset on your own behalf that he wants no part in this. (And indeed why would you, given his behaviour?) It sounds to me like he is deluded by the ugly stereotype of a woman trying to 'trap' him with a pregnancy - and this is clearly not the case.
You do not need him. Your baby does not need him. Given his behaviour, the safest thing for you to do IMO is to make it explicitly clear that you have no expectations of involvement from him, and cut contact.
I do hope that you have loving and supportive friends and family around you, who will provide a wider network of people who will also love and want your baby, when it arrives, and will support you too during the pregnancy. Focus your energy on building and strengthening these relationships instead. Wishing you strength and luck!