I personally think that right now, your first priority is LEAVE

as soon as possible! He is so dangerous (threatening to kill his own child is absolutely crazy!!)to both you and your Children, i think you should take your two kids leave him right away, no matter what price you have to pay, money, or, this unborn baby.

If i were you, i would have to give up this baby, it is very sad to do the sacrifice, but under your particular circumstance, it is not a good idea to have one more child while still hanging on with this man , since it might become his another weapon to hurt you.