I'm scared

Ok so before I start, if you have never been in a situation like this be mindful. With that being said, my ex boyfriend has me trapped in the house. Earlier this week I caught him cheating. We were trying to talk through it. Rumors have been going around town and he snapped. He thinks I told everyone. I told one person and she told everyone. If I leave this house alone I he won't let me back in. If I try to take her he's going to try to kill me, and anyone in his way of his daughter. Also mind you I'm 9 months pregnant with our second.

Edit: I called the police. They said they can't do anything.