Some interesting perspectives on this. I don't agree with all of them, but I just wanted to add a comment regarding the whole "love" thing.
You can have a very happy marriage built on other factors besides love. Mutual respect, friendship, common goals, a shared love of a child - these are things that can be far more powerful and lasting than romantic love. Romantic love fades quickly, and it should never be the primary basis for marriage.
My suggestion would be to not rush into anything but leave all your options open. let the relationship develop a little more once the baby is born, see how it goes. Remain open to the option of marriage, maybe even moving. Take a trip, visit, see if you could adapt to a different country. But don't do it all right now, you aren't ready for that decision yet. Have the baby in an environment where you have support. let the father come visit, but start looking at him with new eyes - as someone you could learn to love over time. Give yourself a little time, and I think the decision will be much easier when the time is right for it.
And yes, do see a lawyer, make sure you don't leave yourself open to anything. But this guy sounds like he's willing to work with you. You have so many positives here.