I am really sorry you find yourself here and struggling so much. I can completely relate to how you feel because my H left when I was just 6 weeks pregnant. I won't go into the details of my sitch. It's very long and complicated. If you are interested, you can read my threads and maybe find things to relate to.
I was initially also baffled by my H's cold and detached attitude towards me and our daughters. He was not himself at all. That is pretty common for WAS... You have been given a lot of good advice in just these few posts. I recommend that you go back and re-read them.
I was so overwhelmed and hormonal when the bomb dropped - both due to the grief of his abandonment and my pregnancy. I was terrible at following the DB rules and in some ways I still am - almost two years later. But I promise you - the sooner you get familiarized with the rules and follow the advice you get, YOU will start feeling better.
The one thing I want advice you for now - have ZERO expectations from your H. He won't act like a loving spouse, he might not contact your girls in days or even weeks. He won't ask about your health, he might not go to Dr.'s appointments, he might mess up all your finances... Just expect him to do NOTHING for you at this time.
And for that, please, please protect yourself financially. I made the mistake not to do so for fear of making my situation with H worse. In the end, I didn't improve my relationship with H and got really screwed financially. Earlier this year we had to short sale one property (with huge tax penalties for next year), and early this Summer we had to also sell our newly-bought home. As a result, I have moved twice in the last two years. I so did not want that, but the kids and I survived and I we are ok. Now H and I have more debt with the IRS and in credit cards that I want to think about. I knew it could happen, I took the risk knowingly by not protecting myself and now I feel like I failed my kids.
The truth is no matter what you do at this point, your H has his own journey and path and there is NOTHING you can do to control him or change it. So you need to focus on yourself financially. If you need to, please get an emergency support order through your lawyer so that he HAS to give you money. It really, really worries me that you have no access to money and that is not good given your H's erratic behavior. He can (and might) go and spend money partying or with OW and then not have enough for basic expenses. Yes, it happens - it did to me.
Finally, please take care of your health. Eat well and try to get some sleep. Your baby needs that from you right NOW, everyday. I know detachment is the hardest thing to do (I am STILL not completely there yet), but you have many, many important things to focus on right NOW. Yes, more important than your H, because right now, he is confused and no good for you or your kids. So please try to detach and forget about what he does or doesn't do, what he says or doesn't say. You don't need to be mean or cold. Treat him with respect and compassion when he shows up or calls, but don't pursue or initiate.
From what you have described, his back and forth between wanting to come home and never wanting to see you again can continue on for a long time. It throws you for a loop and you start questioning everything. Leave him ALONE so he can hopefully start to sort his issues out. But please listen to what others are telling you here - his crisis might last a very, very long time - even years.
I will continue checking in on you. Please believe that you will get through this and you can go through your pregnancy and bring a beautiful new life into this world on your own if need be. I understand this must be a huge fear for you - it certainly was for me. But as the months passed, I was doing it and guess what? I did it! And my baby boy is a blessing, an angel that God sent me to get me through this rough time in my life and make me keep fighting.
You are not alone and you can do this. Stay strong for yourself and your children!!!
Me & H: 44 D7, D6, S3 Together: 20y, M: 17y EA: 11/13/10, Sep: 12/23/10 EA becomes PA: Spring 2011 H filed for D: 09/06/12 D Negotiating began 2/15 OW seemingly gone on 3/15 Still negotiating D