First of all, congratulations on your pregnancy! Sorry your new extended family appear to be idiots...as you can see from the thread, almost everyone is horrified by their behavior.
It sounds like this happened very recently. Remember you have many months before the baby is even born, so don't have to make any decisions about a future relationship with them for a long time yet.
YANBU to know that what they said is unacceptable. At least they had the sense not to say it to you, and would probably not have expected your partner to repeat it. It's unfortunately not uncommon to have people in extended families whose values are very different from our own, and from those we love. It's not easy...one of the plusses of marriage is that you find out before making a commitment!
Given that they spoke to your partner and not directly to you, I really hope that there has been some misunderstanding. As a Catholic (lite version...but spent time around those who are more serious traditional about it) the marriage issue is probably what they're worried about, and although it's batshit crazy- old fashioned, it's at least understandable if they're very religious. The comments to your husband might have been intended to scare him into marriage. Remember though, that's their problem and not yours....and at least you don't have to worry about the baptism conversation :)
Did they say that they are concerned about having a mixed race grandchild? Did they make any comments about finances? Those things may not have entered their heads, so hopefully their position is driven only by religious zealotry and not by racism or not liking you...they may be pushing their son to try to marry you, in a "ends justify the means" way.
Given that you have time before needing to decide what to do about them, just give them a wide berth. You have lots of options available to you, ranging from no contact, seeing them once a year, or full on involvement. If anything, I've seen parents in law become more reasonable after the baby is born, because they know mama is the gatekeeper.
Hard as it might be, try to focus on your child and your relationship with your partner, as that's what counts.
This post ended up being quite long...I've got crazy extended family and mixed race children, and so empathize a lot with your situation.