I've read all your posts OP. You've mentioned a few times that you don't think you can live this child. To be honest, I don't think you have to and I don't think it's something you should feel guilty about. Maybe something changes in time and you do but equally - more likely even - nothing changes and you don't. As long as you're not mean to the child, as long as you can muster some warmth and empathy/compassion for him/her, that's five. And to be honest, you've already expressed compassion for the child so I really think you can take this off your worry pile.
For your children, I think how you break the news will determine largely how it goes. You'll have to hide your own emotions. You can't give details other than "You are going to have a half brother or sister. Baby won't live with us because baby will live with it's own mother but if you want, you'll be able to see baby" type of thing. If you say "Daddy cheated on mummy and this horrible woman is now going to have a baby" (which I'm sure you wouldn't, it's just an example) then that'll taint it all.
I think you may need to watch out for your DD9 reacting differently. Confused, yes, but a cute little baby might win her over.
I do think all of this is FAR too much for one person to handle. Far, far too much. It's bandied about quite a lot but I think this is definitely a time when counselling could help. Someone you can talk it ALL over with and not worry about their reaction. Honestly, it's just too much to figure out what you want whilst prioritising the kids and then dealing with the dynamics when the baby arrives.
One final thing. Whether you stay together or not, your DH needs to put a will together ASAP that EXPLICITLY states how his assets will be split in the case of his death. Especially if you have joint assets. I know different legal regimes have different norms and rules, but for example, would the baby have a claim to your house? In some countries this would be a Yes. Everything he does now needs to be open and honest with you. He needs to think ahead and ideally get legal advice on how to set stystems up so that you are minimally impacted a) should he no longer be alive and b) if you stay together then in daily life. Things like during holidays, will the child be spending Christmas with you alternatively or not? Will the child be spending summer holidays with you or not and if so, will he be off work or will you be involved in child care (or have to spend all your holiday with him with the step child too). Some of that can't be decided now but will need to be.
Sorry because I'm sure you don't want to think about this and it sounds callous, but at the same time, the sooner you all know exactly where you stand/would stand/will stand, the easier it will be to know what you want to do.