Cheating “Partner”

Not even sure where to start but here goes, I’ve been dating this guy on and off for about 4 years. I have a beautiful daughter with him and a baby on the way (which is is very keen on telling me he didn’t want). He breaks me down mentally, physically and emotionally and I’m not “allowed” to say how I feel unless I’ve said it in a way that he would receive it. I recently “discovered” that he’s been talking to his ex - the one who comes in and out of the relationship and is the main reasons we tend to separate. Clearly the signs are that I should leave him alone but with being so young and having two kids - I fear not being able to make it without him and if I stay I fear losing myself in the process. I just don’t know what to do or feel at this point. He obviously doesn’t respect me but now what. I feel like I gave up everything for him. Just for him to consistently say I don’t do sh*t for him because he’s more financially independent and me being pregnant and with our daughter, it is tough for me.