First, I am so, so sorry you are where you are right now. The stress of pregnancy plus the stress of a broken heart must be so burdensome for you.

I second the question, what do you WANT to do?

I take it you no longer see him for therapy? What do you tell your current T about the father of your baby? Do you think you'll be able to support a child on your own?

I am sure reporting him feels daunting and horrible right now. While I think you should report him, I'd understand if you just didn't want to at the moment. However, even if you take absolutely everything else out of the equation, he is the father of your baby, and is partly responsible for the little one. Even if you don't want to get involved in any type of complaint, you may really need whatever support your country might be able to get you from him. A good place to start would be to talk to your current T about it, and get some emotional support for yourself around letting your exT know about this baby, that you will need help.

This is such a difficult situation, and I am sorry. I really hope you can reach out to your current T, and then maybe supportive friends and family, to work through this. I know you are currently loyal to this guy because of where you're at emotionally right now, but he's a married man who took advantage of your vulnerability AND his wife's trust, and you owe him nothing.