Hi OP - I know that this is hard, but I think it would help if you could take control of the situation and make steps by yourself. Don't sit around waiting and see what he will do - that will just make you feel powerless.
Do you have any evidence of him cheating? Would his friends support you on that (considering that abandoning your pregnant wife is a universally cntish thing to do?).
Please consider filing for divorce on the grounds of adultery. On Monday. This means that he will have to pay for all the legal costs - which is completely fair considering the position he has put you in. But you need to do this within six months of the affair.
Also, at the moment he is probably thinking that he can fuck around with his bit on the side for a while and let you get on with the boring shit, and then when he is tired of his new toy, he can just turn up on the doorstep, switch on a few tears, and then get back to being the loving husband and dad.
Take away that option. Do you really want to be the woman that gets dropped down and picked up as he feels like it? Take some control, serve the divorce papers, and enjoy the pregnancy without having to worry about if he is coming back. If you close down that option then you can't stress about it.
Speak to your family. Tell them what he has done. Hell, speak to HIS family and tell them what he has done.