He could be lying because he changed his mind again about coming back to you. He needed an excuse. This buys him more time and still keeps you hanging. Who knows. The reality is that he has been lying to both of you and both of you are fighting for him.
It wouldn't surprise me that even if she is pregnant, that once she starts showing and getting bigger and bigger that he bails on her and wants to come back to you. Wouldn't surprise me one bit.