My husband is leaving me.

After 4 weeks of pregnancy and 5 months of marriage. He's threatened divorce a few times already. I can't be with this man any longer. He has high anxiety and depression issues. He thinks that by popping pills and smoking weed everything gets fixed. Marriage has been one of the worse times in our 7 year relationship. He is very unstable and over spends. He has been very selfish as of late as well. Don't know what to do anymore. At this point my priority is bringing a healthy baby to term. Has anyone ever gone through something like this?