Go to the court house, file for divorce. Depending on your state/county is will cost you about $250 to file the papers. The go to file for sole custody for the unborn baby (is the 3 year old his?) and child support ( I don't know if other states charge for that but I didn't have to pay, my ex had to pay when we went to court because I didn't have a job) Borrow it from a friend/family member.
Sweetie he may be pretending he is not married or not a father but its just that PRETEND. Remember Hide and Seek? He may be able to hide who he is online, to a unsuspecting woman but LEGALLY he will be found. He is responsible for you and your child(ren).

I agree, file for divorce & if you can, get legal aid so they will be able to help you get what you deserve for support, in particular for your unborn child.
I married a narcissistic /psychopath who had previous wives who supposedly abused & cheated on him. He was a liar & has a very long history of abuse, lying & cheating, which I had no idea until later.
He didn't pay me a penny of the debt & he's not garnishable.
You would be WISE to file the divorce papers & seek legal aid.
These types do the same thing over & over, they don't ever learn. You are fortunate it sounds like that he is gone & moved far away from you. I know it sounds cruel but I am speaking from experience, very similar situation.
Do everything now in regards to him, through legal system. Will pray for you.