How to move forward... (Very long sorry need the advice)

I have with my SO for over 2 years now. We lost our son at 8 months pregnant a lil over a year a go and currently 6 months pregnant.

We have had our share of ups and downs and I can say he has treated me good. He is not perfect but he has shown me love and care like no one else has ever.

My problem is that he has a difficult love past ( not an excuse but a fact) he was cheated on by his wife multiple times and even found out that  2 of the 3 children are actually his. This relationship broke his relationship with his family (mostly siblings) and pieces of him. And has trust issues ( not just to female partners but every one)

The deeper our relationship got the more the way he shows his affection changed and became more in tense. We used to be very lovey dovey at the beginning but that has changed as we moved forward. He shows but doing things and says it less. He has even admitted to it being hard for him to say it.

I used to think it's because of his past ( Doesn't want to show vulnerability). He was in a depression clinic because he had tried to commit suicide as a result of all that came with his family and wife situation but has come a long way from those days

But lately he has become more and more aggressive in the way he talks to me when he gets really mad he uses the f word ( which I have told him I don't like it) and other words/tone that make feel disrespected. Yet I never do that (expect once though).

I feel has a lot of unresolved issues with the family and wife situation that needs to be addressed. At some point it felt like I was being punished for her mistakes.

Now I haven't been perfect myself I have really been immature at times, I have been selfish thinking about my self only ( I have come back long way from those days) I lie a lot for no reason (never about another guy though). But I also have issues with self-esteem and insecurities and currently trying to completely break away from depression myself. And all these things have contributed to the downfall of our relationship as they don't make it easy for him to trust my motives and love for him but I have been working on that I am not were i want to be with them. I also had the tendency of trying to hurt him if I felt hurt ( lock him out, he loves it when I cook and really appreciates it even if it not that great so I would not cook just to get to him)

I really hate the fact that he never SAYS - I love you, I am sorry. He may does things that show it ( even extend it to my family) but I have been hurt too and people have done things that seemed they loved and care but was not the case so that really messes with me.

I guess I just want to know how do we move forward from this black cloud I know that no relationship is perfect and they have ups and downs but we have these issues and when he acts I react and when I act he reacts and they just end up causing frustration, resentment and mistrust and we brush these issues away and before we can get to a stable state of mind to revisit the issues another one has come up.

And if we go on like this we will hurt each other to the point of no return and we can't take that route we have a baby on the way and what ever happens we need to be civil enough to raise a child together.

I'd really appreciate your advice and opinions on how so we move forward. I have tried to get us to see someone but he isn't keen. We love each other and it just has been the two of us for the longest time and we only have each other and we have developed a lil family of our own as family matters to us and we don't have much support from either. (At most his mom)