My Ex Wife Is Threatening To Deport My Fiance

My fiance is from Mexico. She isn't documented but didn't know until she graduated when her parents told her. My ex has had a problem with her. Me and my ex have split custody of our girls and she said she doesn't want her kids around a "beaner" and how she's using me for a green card. I've been with my fiance for four years. I know she loves me. We were supposed to get married this month, but six months ago we found out she was or pregnant. She wanted to wait for the wedding because she didn't want to be fat walking down the isle(her words not mine). So we were gonna wait until after the baby was born to have the wedding. My life has been HELL since we found out she was pregnant. My ex is trying to keep the kids from me and told me she will have my fiance and the baby deported. I'm so scared and don't know what to do or why she is acting like this. My fiance is scared. I'm paying out of pocket for a midwife because she wants to have the baby at home, but I'm scared this stress will send her into an early labor.

Update: Thx guys! We are heading to the courthouse literally tomorrow. My fiance is going to the store to pick out a dress to wear. I really appreciate all your help