He needs help. You need support and to feel safe in your own home.
Your daughter is upset, you are upset, your unborn child will be distressed too.
This man is out of control and you can certainly do without it at anytime, let alone with 3 weeks left until the baby arrives.
I would ask him to leave. I would try and talk to him and explain, in very simple terms, the upset and hurt he is causing you and the children. Ask him to please understand that you can't live with him like this.
He needs real help. He sounds like something has triggered his current behaviour, especially if this is all new.
An internet affair, theft, drinking to excess and sleeping in doorways.......
Do you really want this man in your life and your chidrens life?
He needs to go and you need to tell him that.
At the very least, he needs to go to his GP and explain his recent eratic behaviour.
I'm sorry but you should not be letting him stay when he's behaving in such a way.