I think my marriage is over...

Ever since getting pregnant, my husband and I have grown very far apart. We didn't really practice any religion but did pray and believe in God. When I got pregnant we decided to join a church so our children could go there with us. I was raised Catholic he was raised Penecostal. We tried many nondenominational churches but he refused all of them. Months went by and eventually he said he didn't want to go to church at all. I didn't feel the same. I told him how much I wanted to have the baby baptized and for us to go to a Catholic Church. He said he would think about it. Weeks went by and he avoided the topic. Finally, it blew up into a fight and he admitted to thinking the Catholic Church was satanic and a cult. He wants to return to a Pentecostal church. I have tried his families church when we visit them and it is very strict. The women cannot wear pants, makeup or jewelry. The members are not allowed to "date", only marriage. They don't drink any alcohol or listen to secular music or watch movies. My husband strayed away from the church in college before we met so he was never into these rules when I knew him. However, now he is. He says our child is not allowed to go trick or treating and our daughter is only allowed to wear dresses and he won't listen to music anymore. Although I was raised in a religious family, my family didn't push religion on us. I have a sibling who is gay and atheist and it's completely fine with my family. We love them anyway. However, my in laws are very homophobic and still have not forgiven my husband for leaving the church. I don't want to have a family like this. Although I believe in God and love the Catholic Church, it's religions and families like this that make me despise religion completely. I have explained this to my husband and he just doesn't care. He claims God has spoken to him and he refuses to compromise on any of the rules. I have threatened to leave and he doesn't care. He says he chooses the religion over me. I am 40 weeks pregnant.. I'm so miserable. I just cry all the time. I love my unborn baby and will love him forever but I am to the point where I truly regret my marriage. Which is crazy because before all of this, I was VERY happily married to a man I loved more than life itself. It's mind blowing how drastically things changed. I'm too ashamed to tell anyone so I feel so alone. Please try not to be harsh or negative. Again, I am 40 weeks pregnant and feeling extremely alone- I would just like some support or helpful advice.