Depression at almost 39 weeks

I will be 39 weeks pregnant. We were living with my husband's mom due to some money issues/relationship issues. Well when we found out we were pregnant in March. Husband didn't have a job. We had decided we would save money to move out before baby came Well due to me leaving work early than expected and him not being able to afford bills himself if we added a rent we will be living apart. After the baby comes I will be living with my mom and step dad and he will be staying at his mom's due to our fur babies. I can't stay there due to space and honestly not a good environment to take a baby home to. The house is cement almost top to bottom, it is musty and cold. I love my baby to much to expose him to that. I feel like I am tearing my family apart. I feel so guilty about leaving my fur babies. They won't understand why mommy isn't there anymore. They aren't just animals. They are the kids I never thought we would have. I feel so much like a failure and I'm so depressed and it is tearing me apart inside.