Lou I can see how angry you must be feeling today, it was a huge intrusion on your privacy. But it could have been worse.
From what you have said he saw a letter about your scan (he already knows you're pregnant).
A letter showing you are seeing a solicitor, which if I understand correctly didn't have any other details. So that lets him know you're weighing up your options, nothing more.
And a letter from the BS re your dad paying towards your mortgage. He might have expected your family to help out at some point anyway
So as far as I can see nothing really to give him any new info, just a few hints that you're planning a new life without him.
You're veggie so he's done you a favour taking the meat. And the cheese... he'll be fuming that you "stole" his cheese. You couldn't have planned it any better!
He sounds like a rabbit in the headlights at the moment. You on the other hand sound strong and together.
Yes, stay angry with him but see today's "visit" as a blip, nothing else. It proves your neighbours are looking out for you.