Fiancé has done it again...

In the first month of our relationship my fiancé was talking to well over 10 other girls, including his ex. We had a big fight and I left him. He cried, begged, and vowed to do me right so I came back. Well we've been great since then, but we do argue because he is messy and the mother of his daughter is a nosey and needy woman who calls him at least twice a day to harass him. I don't like her because she tells me how much she loved my fiancé in bed and how if they hadn't cheated on each other, they would still be together. He has no desire to be with her, he has made this clear.
Well I'm 5 months pregnant with his second little girl and a woman contacted me with screenshots of a conversation where he was telling her he was divorced and asking her out. I'm heartbroken. True, we fight sometimes but I never thought he'd do this to me again after all the rebuilding we've done. He says I'm emotional and mean for the past month and told me he was just appreciating the attention.
Should I stay or should I go? I was raised by a single mom and have no problem doing it by myself, but if I leave I don't want him in my daughters life. I love him with everything I have and would still like to marry him but I cannot stand being played or having my daughter grow up with a cheater as a role model. Help me? 
P.S. He is 9 years older than me. I just thought he was more grown up than this.