Thoughts?

So my husband and I have been married 5 years this December 31st and we have a 2yo & I'm 7 months pregnant. My son's birthday was this Saturday and on the way back from his chuckecheese bday party my husband tells me he "WANT'S TO SPLIT UP, I'm not happy". Now we have had our issues in the past & our relationship is far from perfect but he's the love of my life, my bestfriend, my partner in life( or so I thought all those things) and all I can think is how he betrayed me and how my kids are going to grow up in 2 homes the list is just endless. Like how can he do this to me, to us. I'm 7months pregnant. And on our 2yo bday you tell me this!? We are in the process of buying a house and all. I'm so lost in my feelings idk what to think or say or feel. Should I try to keep him or let him go? Should I be pissed? I know he can't be unhappy for his own blame. I deff could've been a better wife. I just need to hear someone's opinion please!