Cheating husband 5 weeks pregnant

So I love my husband so much and we've been ttc for the past 2.5 years. We finally conceived in October of last year which ended in a miscarriage. During that time he was deployed in the navy and receiving the news was heartbreaking to him. Things at home prior weren't the best, I lost interest in sex and he felt that when having sex it just felt like work to make a baby. I was coping with everything alone and found myself pushing him away when i guess he was needing me the most. Telling me he misses me and tried to message me online when I felt a little annoyed and asked to take some time to not talk to each other to allow space and allow me to miss him. I just wanted things to talk about when he got home but I was wrong. I should have never done that, but I also wished that he would have mentioned that it meant alot to him. His last port was in Hawaii and turns out he has been confiding with another sailor female in our problems who was in the divorce process. He ended up getting a room where the two of them made love in end of April. He came home in May and we went to Seattle with family. I noticed he was pushing me away and only wanting to take pictures solo and always on his phone. Fast forward to a few days ago I caught him texting at midnight and he didnt know I was awake. I then confronted him and asked who he was texting. He said he just wanted to make sure a friend got home safe from drinking. Which he never does. I asked for his phone and he didnt want to give it to me. So I took it and saw that he was in fact having an affair with this woman. Reading their erotic messages, telling each other they love each other and that they want to show their love to the world. The pictures of them hugging and kissing which just turned in stomach inside out. Apparently since he has been coming home to me every night she wanted him to choose and started to push him away. He mentioned that he chose her and loves her and wants to be with her. So of course I am yelling, crying, hysterical. I started packing my things and asking for a divorce and telling him to go ahead and be with that low life mistress of his that he thinks hes in love with. He tells me he wants to make things work and is so confused in what he wants. I love him so much and I know deep inside he is a great guy who is fighting his own demons, and even though he hurt me I am willing to give him one last chance. I was suppose to surprise him in a week about my pregnancy with an ultrasound pic, a shirt that sad daddy loading and a we're pregnant book, but ended up telling him that thanks for breaking our marriage and our future family... I'm pregnant. Ugh I don't know what to do, should I give him another chance if he wants it? Or should I leave him. I love him so much and have been together for so long and know only of him. I've learned to love him unconditionally