Oh my goodness OP, talk about an atomic bomb being dropped on your life, your relationship and your family!
Firstly, YOU DO NOT IN ANY WAY deserve to be treated the way your fiance has treated you! It sounds like you have been in a previous toxic relationship and that your boundaries are skewed as to what is acceptable.
Your fiance has put himself, you and your newborn baby if not your older child too in danger! Good, loving men DO NOT meet other men for mutual masturbation and oral sex! Good, loving men DO NOT pay prostitutes to degrade and humiliate them by urinating all over them and ejaculating on them. Good and loving men WOULD NEVER share photos of their partner/ wife/girlfriend so that they can get off on watching another man wank over you! Your fiance is a disgusting human being, he has ABSOLUTELY ZERO respect for you, for your children, or for women in general!
You have given him the most amazing gifts, two beautiful children. Yet he has betrayed you utterly and left you at home coping with two small children, whilst he has been disrespecting you and your babies.
He does not deserve your forgiveness!
Please, tell one friend and one family member and ask them to tell the others! Burying your head in the sand won't take away your fiance's actions! Telling your loved ones will get you the support that you need! Make your MIL the first person you tell! Print off the emails so he can't accuse you of lying!
I am sorry if I have missed the gender of your children, however, you are the example that your daughter will look to when forming her ideas of what a normal, loving and happy relationship is! If you don't want your daughter to be treated the way your fiance has treated you then show her strength, teach her that she and all women deserve to be valued! Teach your son that women deserve respect!
I would look into the freedom program too, especially as you have been in a previous abusive relationship. Sharing your photos/ videos to sexually arouse strange men is a form of sexual abuse! I would be very surprised if your fiance is not abusive in other ways too, be it financial, emotional, psychological, physical or sexual abuse. The disgusting lack of respect he has shown you and women, in general, is very concerning!
So many hugs to you OP, you deserve so much better!