OP I've just come across this thread and read it all. I'm so sorry your OH is really ill now too on top of everything else.
Your baby, however, will be a bundle of joy in your house. She will brighten all your lives. Don't feel guilty. Babies require attention but they can also bring so much more than that.
I know you can't pay (I've RTFT 
) but was wondering if you've got a solicitor nearby who specialises in DV who does a free hour or half hour? A specialised one could take a look at your situation and advise you. Like tell you you need X, Y & Z evidence and then you can do A and this is how to do it. Right now the advice might be more how to get the right sort of evidence rather than anything else. But you can't lose anything by doing this and it won't poke the beast as he'll never know. Documenting everything is important but perhaps there's something else that can help in the long run that hasn't been mentioned because the people advising recently have been coming from it piecemeal. A specialized DV solicitor might have different take on things. Like I say, you've nothing to lose in a free consultation.
You also have a tool I'm not sure you realise, which is you know your ex. You know him better than anyone. And also, despite all his twisted, despicable behaviour with your boys, he hasn't actually managed to turn them against you! He's clearly manipulating them, but they still do know right from wrong and they still do care about you. This is great! Previous posters have mentioned setting down clear boundaries with your boys. My thoughts are - for what they're worth and I honestly do understand you're worn out past the point of being empty with all this - that you can combine these things to your advantage.
So, knowing your ex and knowing that your kids are still good kids underneath what he's attempting to do, would it be possible to set up your home as a place that's safe. Put in some rules about what can't/can't be said. Tell them what he's said is wrong and that anything he says about what goes on in your house is something he knows nothing about as he's not even supposed to be in the garden! Tell them they have two homes and in their dad's it's his rules and in yours it's yours. Rules like everybody treated with respect, everybody feel safe, no threats - even jokey ones. You know what I mean. Include that a rule of your house is that they do not send photos to him of your home, because this is not appropriate, and if he asks them to report back on things like what you bought for the baby say they don't know: the houses are to be kept separate. You also can anticipate the crap ex is going to say and just repeat repeat repeat that you love them, you're proud of them, how they're going to be amazing brothers to the baby, how she's going to love them. Create a bond between them.
I understand how your anxiety is playing in the fear of creating a bond, but perhaps anxiety of fear there's no bond could be put to use here?
Basically set up your home almost officially as a place of love and respect. I actually think it is anyway, because they are comfortable with you and not with him. But setting up these boundaries now will make it not a change that's because of the baby. If you get them in place before the baby is born, then it'll make things easier.
And I think you must be one hell of a mother, tbh, because while they've parroted things he's said or planted in their minds, they STILL prefer your home and ultimately do know right from wrong - like when ex was in the garden and they supported your OH. You're a great mother, with a tonne of shit to deal with.