@Dee8787,
You don't trust your fiancé. Bottom line, that's what's going on here.
Does he have a history of cheating? You said his first engagement ended badly. Was it due to him being untrue? If there is precedent for this, then weigh that in your mind. And maybe, also, weigh in your mind why you would initiate a relationship with someone of that ilk, and have a child with them and agree to a commitment.
If he is not a known cheater, then examine your own thoughts and weigh in your mind why you aren't trusting him. Recognize that pregnancy makes you hormonal and can make you anxious. That does not necessarily mean that nothing is there, but understand that it can make everything loom larger than it really is.
So - long story short - do you have precedent for him cheating? Then proceed accordingly. If not, then proceed accordingly.