((((winteragony)))). I feel very sorry for you op, this is a shit situation. Can I offer my thoughts?
I was in a similar place to you just over a year ago (in as much as husband had cheated and I was trying to make our marriage work). I have name changed since then but had my own thread, and received some excellent advice from AF and WWIFN among others.
I think you are feeling very much like I did at the time. You seem to have hysterically brushed the affair under the carpet, you have presumably known about it for no more than 14 weeks at the absolute max. This is barely enough time to process the fact that you've been cheated on, let alone dismiss it and move on. You are demonising the OW, indeed treating her like an actual criminal. You seem to be viewing your H as a fellow victim, rather than the actual guilty party.
He chose to risk your marriage and family for this woman. I don't believe for one second that he confessed to you because he was suffering so much guilt. I think that it was going to be made open (either by her, or someone else) and so he told you as a damage limitation thing. Has he actually left work voluntarily or was he sacked because of the affair. The fact that he is demonising this woman alongside you is utterly unforgivable cowardice on his part and utter dodging of his responsibility.
Tbh I think the 'baby' issue is secondary to all this (although I understand how dreadful it is making you feel).
When I found out about my Hs affair (or should I say ex-h) I was terrified of the OW, I was convinced she was going to come round and petrol bomb the house etc etc etc. I had no grounds for feeling this way. But the only way I could process the betrayal was to turn her into an evil presence and my H into a victim.
In the end our marriage failed, while I was desperately trying to save our marriage, blame the OW, sweep feelings under the carpet etc etc he was still busy shagging around. But that's irrelevant.
You know what, just over a year later I am so strong. I would never have believed anyone who told me that this would be ok. He was my life, practically a childhood sweetheart, my family was the only thing that mattered, how could he do this? How could i cope with my family being destroyed? etc etc etc. BUt you know, I am all but over him. See him as a weak tit I have no respect for. Mainly I don't think of him at all. I am single, and proud, and not scared. I love my kids, my house, my friends. But a year and a half ago I was just as terrified / devastated as you are now. I am just trying to offer hope although I know it will be very hard to believe it right now.
I am SO glad my h carried on being unfaithful, SO glad that eventually his behaviour gave me no choice but to end the marriage. because otherwise i'd still be with an unfaithful, weak man, who would almost certainly do it again in a year or two.
In just this last week, I have had 2 separate conversations with women who have told me about a friend of theirs who are going through a divorce, having forgiven affair number one, and a year or two later discovered affair number two.
If you forgive this so rapidly as you have done, you are giving your weak, unpleasant, lying, cowardly husband (I'm sorry to be harsh, but he is all these things and more) your absolute permission to screw more women in the future.
Forget the police, this is a diversion from the real issue. You need to get him away from you, you need space and time from all this drama, and you need to think about the rest of your life spent with this 'man'.
I wish you nothing but strength and sympathy for the awful times you are currently enduring, but I PROMISE you. IT GETS BETTER (but he will always be this man).