YY to Women's Aid. They have support workers who can come out to her (I think they usually meet in public places) if she is safe at your parents' and doesn't need emergency accommodation. They will be able to confirm that his behaviour is part of a well known pattern and absolutely never at all her fault. Also they may have support services they can direct her to and they will know about lawyers etc.
You could buy her a copy of Lundy Bancroft too to help categorise his behaviour further and, again, separate it from her own feelings of perhaps grief or failure. Reassure her that it's fine to be upset the relationship is over even though she was unhappy in it - she is grieving for lost possibilities, and perhaps the glimpses of the "nice person" he showed her occasionally.
Perhaps suggest that she come onto mumsnet? It was the second greatest support source for me after family. And obviously with 2 DC she might find it useful in other ways too.
I agree also with screening calls and emails and texts for her. I swapped phones with my sister for a while. Just told all my friends the new number. There were a couple of emails my mum didn't let me read but she did pass on info about XP wanting to see DS. I let my mum act as a go-between for contact initially - as your sister's DP has been violent then perhaps you might want to seek legal advice before proceeding with contact. Anything about suicide threats etc DO NOT tell her. Alert the police if you are genuinely worried he might harm himself, or if he is making threats towards her.
You can also contact your local domestic violence team of the local police station by calling 101 or googling for a direct number. They will be able to put a fast-alert on your parents' address in case he turns up, they will also be able to offer support and advice. She does not have to press charges if she doesn't want to. (But it would be great if she felt she could)
Are you and/or your mum willing to support her through the birth? She has just lost her main birth partner, although he probably would have been less use than a chocolate teapot, she shouldn't have to go through birth alone.