OP, this is a devastating time for you, but deep down I think you probably know this could never work long time and you deserve far better than this.
As a practical step, go and get a free half hour from a family lawyer to find out what maintenance /settlement you would be entitled to if you did decide to separate. Don't tell DH you are doing this, it's just finding our options you don't have to commit to anything.
In my experience people who cheat on more than one occasion are generally incapable of change, if you stay I don't possibly see that you could trust him again.
I am a single mother with a young child following on from a cheating partner. It will be hard but you can do it and ultimately you will emerge happier and more fulfilled than living with someone who does not respect you.
Your children will benefit from being in a house free from conflict and can still see your DH regularly.
Oh and when your baby is born and you are able to exercise again, do something for you, it's so good for your mental health - I'm sure running got me through my separation.
Good luck OP, remember this is your life, you only get one go and you deserve to be happy x