Answer
In this counseling answer:
Sisters in such situation need provision more than they need the satisfaction of being able to tell themselves that they are divorcing. Instead, the counselor advises to focus on creating a pleasurable environment and do whatever they can to persuade the husband to accommodate that. Support from the family and friends are most important. it might be also a good idea to move back to the parents’ house.
As-Salamu ‘Alaikum Sister,
This is such a very painful situation for you. I will let you know at the beginning of my response that there is no specific direction that a person can give you that will clearly define what you should do in this very difficult time. Many factors beyond your husband’s affairs need to be weighed by you before you make any decisions. Here we can look at some of those factors, and I will give you some ideas. Ultimately, you are the expert regarding your situation, so simply ponder my words and then pray to Allah for guidance.
For now, the main idea is to try to distance yourself from what must be extreme emotional pain, long enough to measure some level of prediction of how a choice or action by you – in response to this situation – will affect the quality of your life and your young daughter’s life in the long run.
The first question that comes to my mind is about your husband’s plans at this time. Did your husband expect the woman that he had an affair with to become pregnant? Was it his intention to have a long term relationship with her? What are his intentions now?
Although the loss of trust in a relationship and in the person that you hoped to share your life with is destroyed by this devastating betrayal, there is the issue of honorability. Your husband now has the responsibility of three children and two women; whether or not he marries this woman, or if he remains married to you, it is his duty to maintain your welfare and this other woman’s welfare because you are both carrying his child.
Stability for you and your young daughter and the child that you are carrying should be your primary concern. When you look at your options, try to consider how each option would affect this stability. From the emotional tone of your post, it is unlikely that you would be able to cohabit with this woman. Does your husband intend to continue to live with you and then provide for her separately in another home?
For now, consider the immediate survival issues, and try to take whatever action that you need to do to ensure that these needs for you and your young daughter and unborn child are met. You will likewise need to find a way to manage your emotions for the short term and position yourself so that you can heal from this in the long term. I strongly encourage you to get counseling for yourself. The level of grief, anger, and fear that you are likely experiencing can be overwhelming. You have to consider how your mood and emotional well-being will affect your children. You cannot depend on your husband to be available for you for emotional support. This is very sad. We have to come to terms with what is happening in the here and now.
In addition to getting counseling for yourself, try very hard to think of three women you trust who will be willing to be available for you for this support. If you have a good female friend, perhaps she will also be willing to be your labor coach for your birth process. You would benefit greatly from having a woman in your life you can share this beautiful time of pregnancy with.
It is possible to separate your feelings of betrayal, disappointment, and sadness from the beautiful experience of having a life inside you. If you have a close female friend to be with you on this journey, she can also help you with enjoying your little girl. I often advise people to turn in trust to Allah and that Allah will provide comfort. Realize that this provision and comfort is through the power of His presence within the relationship that we have with each other.
If you do not have a support system or friends, reach out into your community and connect. This is your primary “work” right now. This is the one action that I can, with confidence, guide you to make a concerted effort to complete.
Do not spend this next year alone in your situation. If you are able to get the emotional support you need, as well as some help with your young daughter while you are nurturing your body with child, then perhaps you will be able to work out a reasonable solution with your husband to ensure that the physical needs of you and both of your children are met. 
If you are also worried about whether you can rely on your husband for his physical support, then you must begin to reach out for this support now as well. For this, you will want to reach out to family, friends, and all of the available programs in your community. Call upon the community Imam and your human services or social services. Again, if you are able to get counseling for yourself, your counselor might be able to help you with this process or give you the emotional support so that you have the strength to explore your options.
Though you are in a lot of pain, it is probably not wise to consider divorce at this time. You need provision more than you need the satisfaction of being able to tell yourself that you are divorcing. Instead, focus on creating an environment that will work for you and your children and do whatever you can to persuade your husband to accommodate that. If your husband is threatening to bring the woman into your home, and this is not acceptable to you, then consider negotiating a way for you to live with someone else that you feel comfortable with while insisting on his provision.
My prayers are with you. May Allah protect you and your children as you turn to Him for your source of guidance and provision, in sha’ Allah.
Salams,
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