Ya might wanna put off that wedding, eh?
If you cannot talk to him about this, plus the cheating (it's the inability to broach the subject and
the cheating) make for a marriage that is fairly well doomed from the start.
I am sorry that this is happening but since you say you have proof you gotta know things are not good.
I suppose the way I would confront him would be a straightforward something like
The marriage is off. I know you have been cheating. Here is the proof
(then present the proof). Regardless of this, our baby comes first and his
(or her) safety, health, comfort and education needs do not change, regardless of how faithful you have been or whatever happens between you and me.
Then it's up to you whether you wish to add the following lines: I love you and I want to try to work this out, but you need to be willing to work on this and that is going to be a lot of effort on your part. This **** has got to stop now.
Best of luck to you. This is not going to be easy no matter how you slice it.