In what way do you think you fucked up? I think you should be going out with your head held high. It takes tremendous courage to leave abusive relationships, and it takes even more courage to admit to yourself "well this move to another country hasn't worked out, so it's time to pack up and go home". Many people stay overseas in awful situations purely because they are too ashamed to admit to others that it didn't work out. But you didn't do that, because you decided to take the situation head on and do what was best for both you and your baby (fingers crossed, it being first trimester and all).
From your father's perspective, what do you think would bring him greater sadness - you coming home, and telling him that it didn't work out, and your partner was verbally abusive to you and he raised you to have more self respect than to put up with that, but hey - he has a grandchild on the way. OR, years down the line, you finally coming home and admitting to him that for years you have been miserable, staying in another country, being verbally abused by your partner, because you couldn't face telling him that it didn't work out.
I'm not a parent, but I know what my parents would choose in a heartbeat. If your father raised you, and loves you, then he will want you to be safe, and not boxing yourself in misery.
People understand that when you move to a country to be with someone, you are taking a risk. In your case, that risk didn't pay off, so you came back. There is nothing to be ashamed of!!!
Have some pride in how strong you have been.