But I still am very, very upset. And I think it is partly to do with what I now feel to be some victim blaming in therapy. I am blaming myself for 'letting' this happen to me iyswim.
I think that you are actually in quite an advanced stage of therapy / control of this situation. You are crystal clear that they are well out of order, you are crystal clear that your DH does not see it as you do and you are not his priority - his own discomfort is. You have tried very hard to call them on their behaviour, put in boundaries but it just escalates.
I think "blaming yourself for letting this happen" - is just an important part of the unravelling. You cant blame yourself for not seeing the toxicity - you have - so well done, you haven't tolerated their demands and bad behaviour - you have called them on it - put in boundaries - so well done.
You are just at the cross roads now of seeing that for these people those tactics wont work - that is not your fault - there needs to be a new approach - and that is simply NC as the situation is intolerable.
NC is really easy when you get started and make the decision - no grand announcements needed. But expect them to up their game - there is a script - they will send you things, they will use flying monkeys (likely DH), they may try to door step you, make contact via all sorts of communication channels, they will have a crisis, faked or exaggerated illness. Just be ready for each of these and bounce them back.
Pat yourself on the back for getting through each day with NC. Dont waste your breathe and finite emotional energy talking to the brick wall that is your DH - preserve it for your baby. He has switched off to you -- he doesn't hear you, you are not his priority. He might sit up and notice your actions though. Tell him you want to hear nothing about his DPs and you dont want him to give them any information about you.
Are there other siblings, does this couple have friends and family - what are there relationships like with them -- if you look and listen closely that tells you what you already know - don't take it personally.
Really just see that every time you are in contact or think about them their toxicity triggers cortisol stress hormones poisons that will pollute your unborn child and your relationship with your DH and child going forward.
So swerve them and protect yourself.