I think you're in a difficult situation right now, bless you. He is not a good man if he has already cheated. No wonder you feel as you do. I think long term the relationship will fail, and probably should fail, and I'd support you in starting afresh. Can you do that while pregnant? Are you ready to do that?
If you can, I would leave. Ditch him, reframe the relationship as you will be parenting together, and cut your losses and start afresh. Nicely in time for the baby to arrive, into a nice peaceful situation where you are in control and happy.
If you cannot leave now, then reframe the relationship in your head. Start to care less, do less. Save your money, save your emotions. Bother less with him. Attend to your needs and your baby's needs. Let it all wash over you with him. Strengthen other bonds and bide your time until you can leave and start again.
There are plenty of far better men than this one, and a man who will LOVE you so much that cheating simply could not happen. Do not settle for a man whose feelings towards you are not what you could hope for in life. You can tell when a man loves you and this is not it.
He is what I read as a 'buyer beware' - you can have him if you want, but is he the best on offer, or could you find better down the road?
Men like this, sad relationships like this, make us sad and worried, we waste precious time and we operate on anxiety and restlessness - no. NOT the way to live a happy life.