I don’t even know where to start...

My fiancé and I have been together for 3 years, known one another for 16 years, we grew up together. When we first got together he was great, like he was an absolute dream. Now he’s a nightmare. Lying, taking money out of my account, my vehicle breaks down every two weeks after he’s been driving it, he’s a recovering (and so use that word lightly because he’s still drinking by himself at night) alcoholic, he smokes weed while he’s supposed to be watching the kids while I’m at work, I know he’s had people here before while I was at work, even brought his new girlfriend here and I found them naked together after we had broken up two weeks prior and so allowed him today while he was finding other accommodations.. He has the capacity to be a great human being and rarely taps into it. He’s either got his face glued to a screen or he’s out on the porch with his face in his phone as soon as I get home from work or when he’s off I know he doesn’t pay nearly enough attention to my boys as he should. I’m just heart broken and hurt. I’ve suffered with depression and anxiety my entire life and I feel like it’s never been this bad for this long before. This year alone I went from weighing 236 lbs (pregnant with 2nd child) down to my current weight 172lb simply because my anxiety makes my nerves so bad I get nauseated and can’t eat. I don’t sleep but 2-3 hours a night. My hair is literally falling out of my head. He’s back into this part of his cycle where he picks fights and hides that he’s drinking at night while everyone’s asleep. We were supposed to get married this month but I called it off because a few weeks ago I caught him lying about some pretty big issues and last night he caused this huge blow up about it because even though we had talked about calling it off nd we mutually agreed to it he claims he never had such a conversation. We agreed to go to counseling but that never happened because he spends all of our money of stupid stuff. My babies need shoes and coats for winter but he needed to buy $60 of music on iTunes with my card instead. We are constantly broke and behind on bills and when I ask him where his pet of the money had gone he says “so don’t know.” I’m at my wits end, All I do is cry and I don’t like the person I am right now with him. I’m teetering on that fine line of staying or leaving. I love him and our boys love him but my heart and soul cannot take much more of this before I completely loose it. Someone please tell me this gets easier, that it can get better, that if I left it wouldn’t be the worst thing in he world. He is not the person he was when we first started dating and I am desperately hanging on because I want to believe he can be that again (even though my head knows better.)