What do I do about this guy?

I would end the relationship. He is obviously not trustworthy. Make him tell his wife, she deserves to know the wedding vows made to her were bull. I wouldn’t tell him about the possibility of a baby until you are positive, as this would just introduce more drama into the situation. A baby isn’t the end of the world. Yes it will be more stress but don’t punish the child for the mistakes of the parents. Every baby is a blessing wither its raised by both parents, one parent or adopted parents. If you think you love him remember that he lies to his wife and already lies to you, and you might not be his only “other woman”. Also, you should be with someone who appreciates you and is truthful and isn’t being shared. Good luck!