Close to a divorce

My husband and I have only been married a little over a year. I have 3 children from my previous relationship, and we are currently 9 months pregnant with our child. He is in the military, so I have no friends or relatives where we are currently stationed. My husband and I have had continuous problems. And they're getting worse and worse and now its to the point that the word "Divorce" has come up alot. I'm not sure what to do or how to fix this. One of the big problems was that I caught him talking to a woman who was "just a friend", but then I learned that he would delete messages between them and hide the fact that they were talking all the time. Then we ran into a lot of problems about lying, mostly over stupid little stuff that doesnt matter. Then we have hit bump in the road when it comes to our intimacy. Due to my pregnancy I dont really feel like having sex... at all. And then once I found out that he's been talking to other women, it just pushed the intimacy issues even further. Now we dont cuddle, hug, barely kiss, no holding hands, nothing. He blames me for it. And I try to explain to him its because I dont feel like being intimate with him when he's talking and flirting with other women. Am I wrong? Is it the pregnancy talking? I feel like I've lost the want and need to be intimate with him becuase all I can think about is what women hes getting attention from. Then things got even worse a few days ago. He asked me if he could buy a gun that he's always wanted, but I said that we cant financially afford it at the moment because it was $1000 to buy, and I asked him to wait just a couple months until we're caught up. Well he came home with the gun anyway 2 days later. I couldnt believe it. I felt even MORE disprespected as a person and as a wife. I feel like my opinion didn't matter, and that it should have. And then he got mad at ME!! ME! Like I had no right to be angry with him. He asked me if I wanted him to re sell it and give it back, when I said yes he told me no, and that he wants a divorce. He told me straight out and bluntly that he chooses the gun over me. Who does that?!?!?!?! Now I feel disrespected and completely unwanted. I'm his wife!! What happened to marriage these days? It doesnt matter what problems a couple has, divorce shouldn't be such an easy option! I feel like I shouldn't be just some option in his life! I should have more value to him than some stupid gun!!!! Am I crazy? Am I wrong? Someone please just give me some advice here