You seem to be in a state of "panic." At least that is how you are coming across to me. When a person in these situations is in a panic state they tend to make many mistakes. Calling and talking to most every member of his family, wanting to drive up and confront him, confronting the OW, writing letters, etc. etc.
Before making any moves or decisions you really should get a hold of your emotions. You can't make wise decisions if you make them depending on the emotion of the day.
He says he wants out. He is going to feel that you trapped him because of the baby Don't you see that? That is a huge hurdle. It does seem coincidental that you are pregnant for the first time in nine years just at the time he wants out.