What options?

Here, I'm sure the wife has tried her level best to satisfy the husband in terms of physical intimacy, love & care. Pls have it in mind, the wife is already pregnent & now if the wife really wants her relationship to work out, then she must sit with both family members & discuss her discomforts and misunderstandings(if any). if things work out then, well, nothing like it, but, if not, then best is MCD with (Alimony for the child), I hope court will never dis-agree to awarding this alimony & move on in life.

You can file maintenance case under Section 125 cr.p.c. for yourself and your children.  In this case, you will get interim maintenance within 6 months fromthe date of filing the petition.

You can also file domestic violence case, as having extra-marital relationship is violence towards the wife as per the provisions of DV Act, and you can seek compensation for it.

If you do not want to continue relationship, you can talk to him and go for MCD.  Even at any cost, you want to take divorce, then you can file contested divorce case against him.

As the children are with you, you should not file any custody case right now.  If he files, you should contest it effectively to protect their custody with you.