You don't want to get involved with someone who has baggage and he has baggage.
His ex lives in Europe now, her Mother passed away, she naturally called everyone not just her ex, when your Mother passes away and you are young and if he's 26 that suggests that she is young, it would be devastating.
For all we know they broke up because her Mother was ill and so, she went back home to be with her.
I doubt he has gotten over her to be honest and 6 weeks is not very long at all, it's still a dating stage, you don't know someone personally in 6 weeks you get to know what they tell you and what they show you but it's deeper than that, much deeper than that over time.
You don't say how long they were together either.
He freaked in my opinion when you said you were staying over another night because his mind is with her, perhaps she was even going to ring him again that night, or him her to console her further. He didn't invite you to stay another night and he insinuated that it's over as well between you two, his heart is not with you.
He may very well have some feelings for you, starting to fall even for you but his heart is not with you.
I do feel the same as Punkey. You weren't even sure if you were pregnant and could have waited another week and checked, I don't feel that you felt guilty rather, it was an attempt to draw him back to you as you could feel you might lose him.. And, with his concerned and monitoring that made you feel he still has feelings for you. That's honestly so very normal so I'm not beating you up over it.
You have to establish whether he's pining over the ex, or ready to move on and this is just a glitch of guilt on his behalf as I said, for all you know they broke up and she went back to Europe because her Mother was sick. He obviously mentioned you in that conversation that's a GOOD thing not a bad thing, however, we don't know how or why, ie) because he wants to move on or because he wanted her to get jealous.
In my opinion the only way to do that is not to be at his beck and call at all. Not to be there to comfort him emotionally or help with any loneliness nor do you need to put yourself out for any man that isn't prepared to give the same back 100%.
You said you'd give him space give it to him. Tell him you don't feel that he is over his ex and you aren't prepared to be 2nd. Tell him you want time out for him to work it out if he's ready to move on or not. Tell him that you aren't prepared to be there for someone who is lonely rather for someone who is ready to enter into a new relationship, with you.