A.H.
As a child that had 2 step parents I can tell you that in most cases your daughter will always feel less important than the other 2 kids. It's really important that your husband treat her the same, but for some guys this is just impossible. I had a decent step father, but he's never treated me the same as my younger brother and sister. Even after I've pointed it out to him he still doesn't bother to invite me with them on trips, etc. This is why a lot of child psychologists will recommend that you don't have more kids with different men.
Perhaps your boyfriend would be willing to adopt your daughter? This might give him an official sense that she's his daughter and make her feel more comfortable. I am a single mother to a boy (who's father has never been involved) and I wouldn't marry someone who wasn't willing to adopt my son.
I would try to talk to your husband again and tell him that HIS feelings don't matter. That even if he favors his children on the inside he should treat them all the same on the outside. I'm sure there are books on this (written in his language), perhaps you should pick one or two up and have him read it. Sometimes all it takes a professional opinion to help someone behave appropriately.
Good luck with this, it's such a hard issue.