Oh that's really sad and awful. Just when you need him too.
Right, it's early days as they say, he may be struggling to cope with it all - new job, new baby, new marriage too, so don't think it's all over yet. As the weeks go by, it may well be over or he may realise what he's giving up and return with a greater appreciation for his lovely wife and family. Here's hoping for you.
Regarding your baby, you don't have to let him stay with your DH, don't let your DH tell you otherwise. At this stage, it's mostly what you can agree to and what you are happy with. You hold all the cards really, he's the one whose lost the plot a lot. If he's NOT happy, don't cave into his demands if they aren't what YOU are happy with. He'll have to go down the legal route, which takes time and his money too. It seems very daunting, but it's not, the courts are pretty fair in my experience anyway. And in disputes, they do all they can to keep things 'nice' for everyone. How old is your DD? It maybe better to not tell her exactly the whole situation just yet, things may return to normal and she's been upset when she didn't need to be.
You are not alone at all, there are many on MN who've been where you are right now and have survived. Be easy on yourself and really try not to get all worked up about this. In a years time, this will just be a memory.