Should I break up with my "Fiancé"

*Long post ⚠️ *
So my Fiancé and I had been engaged since February 2016. Since he proposed we had many issues with him texting and sexting other females and just being a dirtbag of a man. After everything he has done to me I still decided to take him back in hopes that he will be a better man... since then I have caught him doing anything but I still put nothing past him. I don't trust him... well now I'm 14 weeks pregnant. So we're pretty much stuck in each other's lives forever.. sometimes I don't want to be with him. I feel like he isn't mine anymore because he's given other women attention and just has done me wrong... I can't stop thinking about it. On the other hand I have been pretty bitchy to him, but I'm pregnant and just sooo irrate.. I have been working on my attitude but I don't feel like he's done anything to make up for what he's done in the past... 
Should we just break up?
Also, today I'm mostly pissed off because he has a 2 yo daughter from a previous relationship and when he is around she doesn't listen to me and he doesn't make her listen to me. I tried explaining to him this morning that she needs to start listening because when our other child is born and starts learning, I will not have my child picking up on bad behavior! And it's just disrespectful not to listen to your elders! Well he pretty much didn't have anything to say to me. So again, I feel like no one is listening to me. Is this a reason to not be in a relationship? I can't be with him and have a 2 year old around me that doesn't listen to me and on top of that I have a baby on the way. 
I am just all around unhappy and don't know what to do. I love him but there is so much damage done and no progress here.. it's driving me crazy. I don't feel like he's even interested in this pregnancy and I know he'll be pissed if I'm having a girl and not the son he wants (since he already has a girl). I just feel like if this baby I am carrying is a girl, it'll open a whole new can of worms. Some days are good but there is literally ALWAYS something... 
What do I do!?