Would You Consider This Cheating? (LONG) Please Give Advice

So, this is what I saw this morning on my fiancè’s phone. His phone went off while we were in bed sleeping, so I checked and saw a message from his friend, I opened it up (he opens my messages all the time, it’s not weird thing for us) and see this. It’s a screenshot of the messages I’m about to post between him and this girl from his highschool, and he sent them to his friend saying how he regrets it.

So I of course didn’t want to believe it was real, but I went to his Snapchat to check for myself, and these are the messages between him and that girl.

He is the “me” and she is the blue that’s crossed out. In the big blue spots that are crossed out that he sent hearts to are pictures of her that I scribbled out (for her privacy). She knows that he is engaged to me AND that we have a baby on the way due in December. But I don’t really blame her, I mainly blame him.

He claims that this wasn’t cheating, and that it was just a “casual conversation” and he was “joking”. We also had an issues last month where I almost left because I found messages where he asked girls to send nudes that he claimed were “jokes” aswell, but I found messages between him and one of those same girls from about a year ago, before we got together, talking about how much he loved and missed her and wish he was kissing her and tucking her in at night, but when I asked him about her with the nudes situation, he claimed she was “just a friend”.

So my question is: Do y’all consider this cheating?

I really want him to leave but I’m scared to raise a baby on my own and idk who will take care of my dog while I’m at work 40hrs a week and I don’t want to get rid of her. He normally keeps her because we live together and he has no job, and it’s not fair for me to keep her in cage for 8hrs a day while I work.. I would also like to add these messages were from last night when we were in the middle of an arguement about how he doesn’t have a job or anything, so he’s home 24/7, I pay every single bill including buying food for him, etc., while he just sits here and olays videogames all day or invites his friends over amd doesn’t clean the house like I ask him to while I’m gone, which I feel is only fair since I’m doing everything else... But he says I’m being a bitch because I’m pregnant and I bitch at him to much. (I just turned 20 and he’s almost 20 btw, so his senior year literally just ended last year in Spring 2018)

Y’all please help give me advice on what to do..