Husband left, depression, 8 mos pregnant

My husband told me he wanted me to leave when I was 3 months pregnant. We had been trying for over a year and I suffered from 3 previous miscarriages. We were so excited when I got that positive in January.
He changed his mind. My husband and I have been together for 13 years. Married for 4. 
 
He has been going on and off with me during the whole pregnancy. One week he wants to work things out and have our family. The next week he has a new girlfriend. At this point he has had 5 sexual partners and 2 of which he had emotional relationships with.  1 of them confessed she is in love with him.
During this whole time I kept telling myself this is a faze. We met young and he needs to get it out of his system. We have a baby coming, and he still tells me he loves me and doesn't want to sign the separation papers I've had drawn up because he doesn't want to end us yet...he isn't "sure" he doesn't know where is "heart is"
I am literally heartbroken in a way I've never felt possible. I am a very professionally successful, attractive, smart and stable woman. I've always had an exceptionally positive outlook on life and remarkable relationships with friends and family. But for the last 6 months or so, I am showing every single one of the signs of severe depression. This is something so far outside my wheelhouse - I don't know how to handle it or what to think, and I don't know what to do about my husband. 
It's not like me to post my life, but I am beyond embarrassed to talk to my family and friends about this anymore. They've seen the roller coaster the last 6 months has been with my husband going back and forth with whether or not he wants me every couple days. I am not even sure I expect feedback, I just needed to tell someone. I don't want any of this to be happening to me.