@sravani0
He has done something quite ordinary, something that happens all the time especially with men from traditional families.
I'm sure he loved you very much, but you were never wife material. The conversion demand was an excuse. He wanted a woman from his own ethnic and religious group, someone who would fit easily into his family. He wants to marry someone who will please his parents and won't cause waves.
I presume that he was ok to break up with you because he was, all along, knowing that the relationship between you was a pastime, not a potential marriage.
He was being nice to you and saying he still loves you etc because he was hoping to keep the door open to have you as a mistress.
A man who wants to marry a woman doesn't abandon her when she is pregnant, he doesn't demand anything from her, he doesn't change his mind. This man did all those things. I'm very sorry but you were naive, this was never going to work.
No matter how much you "solve" all the problems that you see standing between him and you (religion, parents permission, etc.) he just doesn't want to marry you and he probably never did. That's not your fault, it's just the way it is, it's something you need to accept with dignity and your head held high.
You are 24, so young. In this situation, you need to learn that "I love you" is not a contract. He owes you nothing and you have absolutely no right to harass and stalk him, to phone his fiancee at work, to demand anything from him or any of his loved ones.
You need to be careful, you're going to end up in court/jail if you continue in this way. Or in a violent situation with him, if you continue to threaten and harass him, go to his home, upset his fiancee and so on, he may eventually make good on his threat and seriously hurt you in order to protect himself.
Leave him alone and try to learn the lesson that no-one, no matter whether you "gave" them your virginity, or had an abortion, or were so understanding to them, or agreed to convert, etc. etc. etc., none of those things cause him to owe you a marriage or even a conversation. YOU chose to continue a relationship with him, when he was making it very clear to you, for a long time, that he didn't respect you very much.
Next time, get your head out of the fantasy and instead watch what is happening in front of you. I believe most of your problems come from imagining things that aren't there - this is familiar to me, I was like this at 24 and it landed me in a toxic marriage.