First off, I am so, so sorry that you are here. None of us wish to be here. Affairs are absolutely devastating. But I have a special place in my heart for those who have also gone through this from this particular perspective.
Secondly, please make sure you are taking care of yourself! Your top priority is to take care of yourself, your toddler, and your growing baby. Your fiance's needs are not your concern right now - you need sleep, water and food to get through this. If it is hard to keep food down (it is for many of us in the discovery phase) please consider protein shakes, bars, smoothies etc. See your doctor if you have any concern for your baby. Many of us have gotten prescription sleep aids to help us through this time, but since you're pregnant and likely can't do that, do everything you can to try to relax. Breathing and mindfulness exercises can help (focusing on sensory things like the whirring of the fan, or the rustling of leaves outside, or how fuzzy your blanket is).
None of us are CSATs (Certified Sex Addiction Therapists) that I know of, but most have enough experience to know it when we hear it. To me, your intuition has led you to the right place.
Please listen to demolishedinside, I would suggest posting this exact same post in the "Spouses/Partners of Sex Addicts" thread in the I Can Relate Forum. Or you can ask the Mods to move it for you.
A lot of spouses of sex addicts report that their SA spouse is completely uninterested in sex with them. However there are a good many of us who are in your shoes - with a spouse/partner who harasses you for sex nonstop, and can't even seem to let loving gestures go by without turning them sexual. I can specifically relate to exactly what you are talking about re: the non stop grinding on you, almost setting you up to reject him.
And yes, all of that contact with other women, especially women half his age, is incredibly problematic. But those little abuses against you - the grinding on you, never letting up with badgering you for it - in many ways, those can hurt even more.
Oh, he can help himself. He just doesn’t want to.
Remember that these are his choices, they are not in any way reflective of you or your worth. And yes, even though this may be an addiction, they are still choices. Go to any AA meeting around the country, there are plenty of alcoholics who make the choice every day not to drink, even though they are addicts. SA is less prevalent, but there are plenty of addicts in recovery there as well. Your fiance has a lot of work to do if he wants to prove that he is worthy of your love and commitment. If I were you, one of the requirements I would lay out is him researching and attending an appointment with a CSAT, and continued appointments as you can afford them.
I personally tend to agree with homewrecked that discovering a sex addiction means get out. But I am separated from my XH now, so that can color my perspective. I also understand the impulse to try to work through it, to feel like you did everything you could, because I did that for years as well.
The ladies over in the other forum can help a great deal with tips on how to go about turning things around for yourself. SAnon is highly recommended for you eventually, even if you don't stay with him. My soon-to-be ex and I aren't staying together, and I still go to meetings.
But the thing that will help the most for you right now is counseling. I know it can be hard to justify the cost. Especially as you are preparing for a little one and I'm sure could make a very long list of things you would rather spend your money on than this. But I'm telling you, I spent years dealing with this exact issue - trying to be the understanding and compassionate girlfriend, then fiance, then wife - and the lasting trauma of it is unspeakable. And that is exactly what it is, trauma. If at all possible, find a therapist that your insurance covers that specializes in trauma, and has experience with infidelity.
Also, like manofintegrity said - document, document, document. Start a separate email address. Take pictures of anything you find, and email it to yourself from that email. It can be any tiny little thing. Yes all of the apps, photos, messages with time stamps etc. are important, but also be on the lookout for strange clothing, sex toys etc.
Even if you think you want to R, you're going to want to know that you have all of the evidence you need for a custody battle should you decide to leave him later on.
It is sad to say, but sex addiction is often co-morbid with other addictions. So be on the lookout for other forms of substance abuse as well. Alcohol is a common one. So are uppers like meth, cocaine, and ecstacy. Again, document anything strange that you find, as this will be ammo for you should you need it in custody/child support proceedings. There are often everyday household items that you would not suspect would be related to drug use, but can be used in all sorts of different ways that us non-addicts would never dream of.
Also, getting the proof and saving copies of it for yourself helps you to combat the feeling that you are going crazy when he inevitably tries to gaslight you and convince you these things never happened. I still have pictures on my phone for when I'm spiraling and blaming myself. I use them to remind myself that I am not crazy, that my experience was/is valid.
Your experience is valid, and you are heard!
