Boyfriend Caught Seeing Someone Else

Tori
So my boyfriend and I have been together for some time now and are very serious and we just found out we are pregnant! Well this past week I have had a bad gut feeling that for some reason my SO was seeing someone else. I came to him because we tend to communicate great with eachother and told him I was having these feelings and doubts and pushed it off too be just the pregnancy hormones. He ensured me he would never do such thing and that he would never have the time to meet another woman as well we share eachothers location. Well today a woman messaged him saying how upset she was at him because she found his social media and saw that him and I were together. I asked my SO about her and he claimed she was nobody. My SO continued to lie to my claiming he didn't know her.. eventually he admitted to meeting up with her but it was for only "5 minutes". Well I got in contact with the woman and she was very open to me about their new developed relationship and sent me screenshots of their conversations. They did indeed meet up and he has been trying to meet up multiple times with this woman, even less than a week ago. They talked about going to her house next (which thank God didn't happen) because we all know why he wanted to meet her there... Also he has been using a texting app to communicate with her so when we are home together I would have no idea as to if he was speaking to someone else. Who knows who else he has met up with and is talking to!!!
Since we just found out we are pregnant I am so lost on what to do. I have been crying and crying and wondering what I have done wrong for him to want to see other people. Please tell me what you ladies think! I don't need this stress.