This man is a total creep he has a prenant wife plus 2 additional girlfriends and is still not satisfied. Are you not better than this? His wife and his situation are his problem. This is not a relationship but a mess you can't be the solution only part of his problem.
In witness world if his wife discovers what a total scumbag she is married to, she can decide whether to divorce hin or not. As she is pregnant she may be under pressure to forgive him but this man is a letch and his pattern of behaviour shows that he will continue to be one. If the full extent of his behaviour comes to light then he will be asked to attend a judicial committee where elders will judge whether he is repentant. They will then decide whether to disfellowship him.
Find a man who loves you and isn't always looking for the next opportunity, you need to value yourself and be someone's whole world. This man doesn't value the women he has, to him they are objects and his interest is in what they can do for him. It is all about him. Stop facilitating his bad behaviour.