I'm so sorry to hear you're going through this 
I agree you need to stress to her that no support or involvement will be given until a legal DNA test is done and that he will pay for it. I agree that if she really knew that baby is his then she would be eager to have the DNA test done and tbh I think she would have been quicker to tell him too.
It sounds like your DP is probably the most favourable father so she's trying to convince herself and everybody else that it is his, when in actual fact she's probably just worried that it might be one of the others who, maybe won't provide for her baby.
I'm just speculating but clearly there are reasons why she's reluctant to do a DNA test.
If the results prove that your DP is the baby's father, I wouldn't make any rash decisions.
I would recommend a lot of talking, maybe go to relationship counselling to help you talk through your feelings.
I know you feel that your dreams of giving him his first baby would be shattered, but really, in the grand scheme of things, that isn't such a big problem. The main thing is that you love each other, you have each other and when the time is right you will have a child together of your own who you will love together.
I totally understand it would be heart breaking to see him holding another woman's baby, but I do really think that over the weeks/months/years that pain will subside and eventually you will see it as your DP's baby, not 'hers' and you might even grow to love them too.
She meant nothing to him, you are the one he loves and wants to be with.
I think a lot of problems step families come up against is surrounding the past relationship between Mum and Dad and the child's problems with adjusting to their new family set up.
I think in your situation it's likely that you wouldn't come up against a lot of the common problems, I'm not saying there won't be any, but the child will just grow up knowing the situation to be normal.
I split up with my DS's sperm donor father when I was pregnant, he then met somebody else a few months later. Things were difficult in the early days but that was mainly because I didn't find out about his girlfriend until DS was 6 weeks old, I was distraught that my dreams of us being a 'normal' family were shattered. I was awkward and quite demanding from him, he was a prick, his girlfriend was a skank and I didn't want her involved with my child.
Again, you're less likely to have problems like that because everybody knows the situation from the start.
As far as my DS is concerned, he is totally fine and I'd say he's much more 'balanced' in comparison to my DSC.
He has never known his Mum and Dad together, he has never had to deal with a break up and all the emotions that that brings.
He doesn't long for his parents to get back together, he doesn't resent his Dad's girlfriend. It is what it is and he's happy with it.
The relationship between me and his Dad is WAAAAYYYYYY better than the one between DH and his ex, because I have no expectations or demands from him.
I hope and pray for your sake that the baby isn't his, but if it is, please don't let the stories on here put you off too much.
I'm not a fan of bandaid babies, but if it his baby, would having a baby together be an option? Might help heal the pain?