I am sorry you are in pain. It is heart breaking to read your story. I wish it were different for you... but it isn't and I think perhaps its time to move on and ignore his last ditch effort to reel you into his control by stringing you along by your heart strings. He seems to likes you to be in love with him. He likes that you love him so much that you are waiting and wants that to continue.
Does he have any clue what a triad is? There is no possible way that a triad situation with this man and his new wife would work out to benefit you in my opinion. He wants you to be their unicorn... all for them, never to stray elsewhere and for the love to be perfectly equal all around... Do you love her like you do him? Does he love you the same way, or are you just the mother of his child and does he think that means he has some right to own you?
On the other hand....
I can see a vee, maybe. I can see that it might work that way? That way you could live elsewhere, see him occasionally, he could be more of a Dad in a hands on way, could arrange time with you alone to have a relationship of more intimacy, but she would have to agree. What would she think about that? Have you and her discussed possibilities? Would she be willing to allow this kind of dynamic to evolve in her marriage? would you be willing to do this?
As for the whole marriage thing? He just didn't want to marry you I think. He wanted to make a baby with you, but was not willing to commit to the whole package. So be it. You know that now and can work within it no?
I think if I were you I would take a long hard look at your life and what you have going for you that is not anything to do with him and then decide.
If you decide that you want to give it a shot with him and she is in agreement, then I think I would carry out a long distance thing for a year or so and see where you get. Perhaps after a year you could revisit the idea of you moving or request that they move back. You could go slowly and see where it all leads... all the while making sure that you have a life of your own, including your own goals out side of the dynamic you are trying on for size. That way, if it doesn't work out you are not left high and dry.
If you decide that the marriage thing is just too much, or that the move is too much, or the fact that he wants a triad, whatever...then it's time to move on. Nothing wrong with that... it's just a matter of deciding it and making the necessary arrangements for child support and custody. Lucky you; no need to file for divorce