In what sort of way do you love him? There are lots of different ways to love.
Personally, I think it is probably time to disengage. He's not going to be one for the long journey: he has far too much growing up to do, and seems to think that you are going to do that for him. which you can't, because you're going to have a baby to care for; you're not a mental health professional; and growing up is something we have to do as individuals, actively, rather than passively. It's a process, not a GCSE course.
Likewise, he is not a book, or a TV series, or a pet, but someone you were in a relationship as a potential life-partner and (now) father to a child. Life is full of stresses. The baby is going to bring major changes - lots of joy but also some serious work. Life also brings illness. Ask yourself this: if he buckles like this with your being pregnant, how is he going to cope with something like cancer? I'm serious. I've seen women put up with crap partners and then have to go through cancer treatment with the same crap partner being their "carer" and - this is properly scary - their advocate when they are not conscious. It's not good.
I'd recommend sending him in the direction of a GP, and thence to ADs and mental health professionals.
Yes, care for him by all means. It makes you human to care. But keep on caring from a good distance. I know you say you are 400 miles away, but make sure you get a good bit of mental distance too. Don't get sucked into the drama. Your out of it now - and that is good.