Thats definitely complex. I can't imagine how to bring this up...I wish you the best of luck, the initial few paragraphs I was thinking "ok this is familiar, reads exactly like how my adventures in poly started"...then comes the curveball.
My concern...not really a concern, my thought...do you have to "love" the woman because she is pregnant? We know how often this works out in mono world. Don't try to love someone if you don't actually love them. Baby responsibility is different of course.
I wish you the best of luck