He cheated with crack heads and I’m pregnant

I need advice and want to know what you would do. I’m engaged to a man I’ve known and loved for over 5 years. I’m 12 weeks pregnant with his baby. I just found out that he had a threesome last night. One of the girls involved felt guilty having sex with him knowing he had a pregnant fiancé so she messaged me on Facebook and told me everything and even sent video proof which was devastating. In the video one of the girls was using meth and the other girl (who messaged me) was using heroin. I’m just in shock. It hurts so bad. I know the obvious thing is to leave him but it’s going to be hard. I’m pregnant and never imagined it would turn out this way. The girl said they had planned to have a threesome for over 3 months now and told me and showed me the pictures and videos he would send her which included him sucking jerking off in our bed and in our shower. I feel so violated and betrayed and gross. I have yet to respond to the girl or confront him. What the fuck do I do