Self confidence issues ruined everything

I have been with my partner for just over 3 years. we were fairly casual to start but made it official about a year ago. There is an age gap of 8yrs. I am now 6 months pregnant and thought we were happy. I have issues with anxiety that he doesn’t really understand. Im overly self conscious about how I look and how I come across to ppl. Knowing that he is so much younger than me and seeing the girls he used to go with makes me so uncomfortable. The longer we have been together the longer it has become between us having sex. (Maybe once a month now, if that). I can’t even get myself to come on to him as I feel stupid and I guess just not sexy at all. I knew this must bother him but he never brought it up. If found out last week that he has been messaging ppl on dating sites talking about sex. (he did this a lot before we were official) he has now said that this is my fault because we don’t have sex. He isn’t easy to talk to either. He gets angry really quick if you say something he doesn’t agree with. And I’m not the best at talking about my emotions anyway. I am also In the process off getting a defacto visa approved to stay in the country with him. I feel like I should leave because I don’t think I could ever make him happy but we have a baby on the way now and if I do leave, I would have to leave the country too. He saw me looking at rooms to rent (checking out my options) and said if I leave i have to have an abortion (absolutely ridiculous I know. Never going to happen) because he doesn’t want a child that isn’t raised by him and he would book me a flight out of the country. I guess maybe this just shows his immaturity? I really do love him and wish I had the confidence he wants in a woman but I’m not sure I’ll ever be that. I have no idea what my next step should be. We haven’t spoken in 2 days, just avoided each other in the house. Please, I need to know what I’m supposed to do now?