It’s only natural that your mind will run away with you, thinking all about OW and the (possible ) pregnancy and what she should do or not do etc etc.
But it can end up being very unhelpful to you. Because your issue isn’t OW at all. It’s YOU and what YOU are going to do about your husband.
I would be insisting that he move out now and I’d tell everyone that we had separated. I’d get legal advice, Sort out money and make arrangements for the children ( assuming they are under 18). If they are adults you’ll need to talk to them about their plans to see their dad.
A year down the line, things will be a lot clearer. You will know about the baby, if it’s his, what he’s going to do to support his child and how often he will have the child staying with him. Ditto your own children.
You will know the nature and extent of his relationship with OW going forward. It’s all very well for him to say it’s over but he can hardly carry out his parental responsibilities to a new born baby without seeing the mother.
Once you see how he acts in all this, you will know if you want to try and rebuilt your marriage with him. You will see how genuine his regret is and how much he wants to make it up to you by the way he acts over the separation, money and the children.
If you dont split out now your life will be put on hold, waiting for the next instalment of his affair drama. You can’t live like that, you will end up having a breakdown while the two of them control your life for some unspecified amount of time .