I've been cheated on a lot. It sucks. It is a horrible, horrible feeling. I'm sorry you're dealing with this when you're also about to have a baby! That truly sucks.
Here's what I think: there are a few really good men (and women) who cheat for one reason or another but are able to recover through humility and hard work. They are idiots who can't communicate their need for something and end up cheating but really love their women and are willing to do the years of work it takes to recover from something like this. The worst betrayal I ever suffered was when an ex slept with my best friend. The ex is loooooong since history because she was a fucknut, but the best friend was able to remain my best friend (after about a year of struggle) and she is still with the partner she had at the time (10 years later they are going strong).
But... your man doesn't sound like this kind of guy. You say he has dogged you a lot. Sounds to me like he feels trapped and wants out but isn't humane enough to just say so. He sounds weak and lame and like a total asshole. Get away from him ASAP - you don't need that kind of energy around you when you're about to birth a babe. Make plans to take care of yourself and your babe.