OK. Yes you CAN keep going, and you must. As unfair as it is, you cannot make what you do depend on what he does. You are saying, "How can I improve or do stuff if I dont' feel good about myself BECAUSE HE ISN'T BEING NICE TO ME." I get it. And you are totally right. He is being a cad and it is very difficult to keep your self esteem. But don't let him win by breaking you.
Do your best to remain happy during this pregnancy and for the first few months of the baby's life no matter how he acts. Don't even try to address it with him. Leave him alone. If he succeeds in losing his family one day, it is his tragic loss. He may be best served by having that happen to see inside himself. But don't address that in yourself right now. Just get a healthy baby born and be thankful for what little support having him there is.
After that: He can't cut your calories and burn off your weight with a smile and a hug. You have to do it yourself, for yourself. It has nothing to do with him. I know it's VERY HARD. I just lost the weight form my 3rd baby at 40 and it was a year of hard work, but I feel awesome, and my husband hasn't even been home to help, so it's been ENDLESS trips to the gym with all three kids and DVDs at home amidst chaos and eating right even when I'm starving and the kitchen is a wreck and the last thing I want to do is wash and cut veggies. But you know what? I have my body back.
Did my husband say anything when he came home from his tour and I was 4 sizes smaller? While I stood there beaming all proud in a new outfit that wasn't my same old maternity clothes that I wore for 6 months after my daughter's birth? No.
Did he get jealous when we were out a few weeks later and men were hitting on me? Yes. Did he notice the comments form friends and strangers that I look like I never had any kids much less 3? Yes, he also made the comment way later that I look awesome, but he just hadn't thought of mentioning it. Just like a man. So what. I did it for me, not him.
You are already doing everything right by treating him well, and you cannot change his actions. Keep being the best you, for yourself and your kids. Be positive, supportive, and loving. Take care of yourself and your kids. Ignore him instead of acting blue around him. He'll notice the cold shoulder form a confident woman who is busy. And leave it up to him to break things up.
If you want to keep him, the most likely way is to be your best most powerful self. If he's not up to it, you'll be in better shape to move on. Whatever way you dice it, and whatever happens, being the best you is to your advantage. And you are the only one who can do that.
Staying down and asking for respect form him is never going work or make you feel better. If you're depending on his approval, you will continue to be let down. Don't spend time and money in therapy trying to get him to change. Spend it at the gym and on some new clothes and make up and activities for you and the kids. For you.
Bust out your super woman powers and bounce back.
I'm pulling for you, I know it's so hard-he's being a creep. I wish I could tell you a way to change him, but there probably isn't one.
Do it for you!
Also, the drinking issue is serious, and also not something you can change for him. Fortify yourself. It's not good for the kids to have an alcoholic bad dad who is mean to mom, if that's what he decides to be.