Hi OP!
Don't mention anything about terminating the pregnancy 'if that's what he wants'. It's a rather bizarre thought to of had. You want the baby, from what I can understand he wants the baby. SO why even think of terminating if he wants to walk away unless you're truly terrified of being a single mom. (I know you probably didn't mean it but it did come across as emotional blackmail, and he'll see it like that as well)
How do you feel now? Does the guilt and anxiety seem to of lifted a bit? Genuinely curious because that's why you told DP in the first place, if not like a pp said before there could be other issues going on you aren't aware of.
You've had a lot of responses on here and yeah 98% aren't very nice, but what everyone seems to agree with is that it's down to your DP now on what happens next. Remember that.
He may likely say some horrible things (is the baby mine? Who else has there been?) But understand he'll be trying to figure out what was real and not during your 4 year relationship and if you've kept other things from him.
Anxiety and mental health is only going to get you so far, please stop playing the martyr. You did something wrong that he has to deal with, we've all mad mistakes. Some big, some small. It's up to him as to how he sees these mistakes, please don't keep changing your story when he sits down with you to ask all the facts. You did sleep with 2 guys, you did keep this buried for a long time. Don't try to minimise things to him. Just stay calm, be honest with him and expect whatever repercussions are coming.
I do hope you two work things through and move forward and enjoy this pregnancy.