What would you do?

Okay so my SO and I are 12w pregnant. We decided to get a cheaper place for now to save money. There's this girl upstairs from us that makes noises throughout the night and all day. Running up and down the stairs. Everytime my SO goes out to walk our dog she's right behind him. Pretending she's doing something in her car. I've asked my SO if he knew her, he said no. Well the other day his long lost friend stopped by. We haven't seen this guys in like a year I guess. So we all get to talking and I ask " how'd you know we lived here now"? Well his friend said the girl upstairs told us that he as In my SO lived here. I looked at my SO and said oh I though you didn't know her.. My SO tried saying he didn't but his friend interrupted and said yea they use to have a thing....... Umm okay thanks for lying to me I guess. So after I found out they knew each other and had a thing I started thinking. Well no duh that explains everything. Every time she leaves he looks out the window or everytime she has a chance she'll try and talk to him.. It's so annoying and I don't know what to do. I told my SO I'm done. I'm sick of all the petty lies. That my self esteem completely dropped because if he needs to keep a girl like that from me what else is he keeping from me. This girl doesn't keep up with herself and not only that but I smell weed everytime I go by her door. What would you do or how would you handle this. If I ever say anything about her being to loud or anything that's bad about her he disagrees and says I'm to judge mental. He takes up for her all the time.. I tried leaving but he cried saying he doesn't want to loose me or the baby. Am I over reacting?