Ellie I am not a trans widow but I do look in on the thread now and again. I feel very passionately about women's rights and family support.
I just wanted to to comment as you said "...I'm a bit clueless financially tbh I leave most of that to him. I don't know I just feel like getting a lawyer should be a last resort and feel really bad about doing that especially behind his back."
I think you really need to get clued up on the finances, and also to get advice. You have said up-thread you do not think you will stay with him,
"He said I was right to be angry but that it wasn't his fault and I should be angry at society and not at him. I told him I wasn't going to do that yet and I didn't think that we could stay together."
...so you do need to prepare for that even if you do choose to stay together.
There are so many issues, there is all the emotional stuff but there is also the practical stuff. You are the mum to three children, one still in your tummy, and you have to ensure their future and care for them.
Your partner, I am sure, does care about the kids, but does he look after them most of the time, know their needs and care for those needs? Or is it you, who does most of the caring?
He sounds like he is very wrapped up in himself at the moment and so someone has to think about the kids' needs.
Please do not think you have to give him a heads up about everything you are thinking and or/planning/doing?
He has told you that he has been looking into this for a short while/while also saying he has known for a long time. Yet, has not given you a heads up on any of this until you are living together with two kids and one on the way.
Whatever the reason that you felt your relationship may not continue, you are within your rights to make your plans, think about your own situation, etc, as he has been doing.
Whatever the future holds, I wish you all the best, and I hope you will be able to find a pathway through this that will be best for all of you. Bearing in mind that what is best for you may not be best for him, and vice versa.
You have to think of yourself. Whether you stay together or not is a joint decision and so if one wants to leave and one wants to stay, it cannot work. I just wanted to wish you all the best and hope the others on the thread don't mind me pitching in.
(For total transparency, I am happily married and have not been through this. We have a trans child - I am definitely not in your position, and I am not anti trans; I am pro women, pro family and pro everyone getting the same chance as other people to do something they want to do. He will follow his own pathway, I am sure. and you can make your own choices.