I'm really sorry this has happened to you OP ☕️🧁💐
I think it's quite cruel of him to not explain himself and to leave you in suspense - his comment of 'he doesn't want to hurt you', does make me wonder whether this is his way of trying to gently leave the relationship. In any case he's being really shitty to you. And I expect this will have broken your trust. Also despite saying he doesn't want to, he has already hurt you. And this 'break' may not be something that you recover from quickly even if he does come home.
I don't know what he is thinking or feeling. And I don't know what his next move will be so none of us can help you with dealing with him.
But
My advice would be to focus on you and your kids over the weekend. Do things you all enjoy, make time for you.. watch a box set, have a bubble bath, call up friends and have a good gossip and a laugh... if you have any hobbies, then spend time on them.
Right now your in shock - so In a couple of days, sit down and make a plan for how you will get through the pregnancy and parenting alone. You need to be ready for worst case scenario. And he needs to see that you're not a door mat. You can get by without him.
When he does contact you - let him talk but after he is done, and you know where you stand, don't react. Just tell him you need a few days to reflect before you respond.