I'm so sorry Nikki. You're right, you have given him a lot of chances; and you have worked so hard to do right by your kids. From where I'm standing, you have worked and worked, and he has cheated. Repeatedly. I don't think you were wrong to work on co-parenting your kids, by the way. He will always be in their lives, and eventually you will have to do that; and if you can treat each other with kindness and respect, your children will only benefit from that. Here comes the but, and it is a big one...
BUT, he is treating you with anything but respect right now; and you're right, there is absolutely no point to marriage counseling right now. Here is what I suggest.
1. Kick him out.
2. Enroll in individual counseling. You have so much to process here. Pregnancy is such a vulnerable time.
3. Tell him you will not even consider speaking to him unless or until he enrolls in individual counseling.
4. 180. Don't talk to him about anything but visitation and/or finances and then only briefly. All business. No talk of "us."
5. Get strong. Get to the point where you will be ok whether he stays or goes. Make a plan so that you know exactly how you will support yourself and your children. Figure out how much child support he owes you, and make him pay it. If he refuses to do so, get an order in place.
You don't have to make any final decisions right away, but this man has proven he is not safe. If you jump back into working on your relationship, you can be sure this will happen again. It is time to change your strategy.
I'm so sorry Nikki. This is coming from someone who has been exactly where you are. Only I didn't have the benefit of knowing he had cheated on me in the first two pregnancies. This guy has shown you who is is. It is up to you to decide what you are going to do with that information. Hugs.