All perfect praise be to Allaah, The Lord of the Worlds. I testify that there is none worthy of worship except Allaah, and that Muhammad, sallallaahu ‘alayhi wa sallam, is His slave and Messenger.
The entirety of what you mentioned of your husband’s conduct – if what you said is true – indicates that he is disobedient to his Lord and badly affects the marital relations with his wife. This contradicts the manners of Islam of having good relations with one’s wife and treating her well. It is ugly that a Muslim has contact with non-Mahram (marriageable) women and that he sees parts of their bodies which he is forbidden to see; it is worse still that he is a married man doing such things. For more benefit, please refer to Fataawa 88304 and 122886. So, we advise you to make Du‘aa’ for your husband, seeking guidance and reform for him, and to give advice to him in a polite manner. It might be that Allaah softens his heart and rectifies his situation, which would be good for both you and him.
As for the specific expressions related to divorce, we say: The husband saying to his wife “You are free” is a metaphor of divorce. If he meant divorce, then it is counted. But if he did not mean that, then it is not counted. The same ruling applies when he said, “You can go.”
You mentioned that he said he thereby intended divorce and that he denied that later. Unless you can bring some solid proof, the word of the husband is taken. Imaam Ibn Qudaamah said in Al-Mughni: "If the woman claims that her husband divorced her but he denies that, then his word is taken. This is because the default ruling is that the marriage remains intact and that there is no divorce. However, if she has some evidence for what she claims, then her word is taken, but she requires two upright witnesses."
Hence, if there were already two previous divorces and then this occurred (making it three), and you are certain that your husband confirmed that he intended divorce, then it is not permissible for you to remain with him. You must leave him, even if in return for money (compensation). It is narrated in the Masaa’il of Imaam Ahmad ibn Hanbal from his son Saalih: "I asked him (Imaam Ahmad) about a woman who claimed that her husband divorced her, but she does not have evidence while her husband denies it. He said, “The husband’s word is taken unless she has no doubt that he divorced her, having heard him divorce her three times. In such a case, she must not live with him and she must run away, even at the loss of her money.”
For more information, see Fataawa 90531, 89039 and 82541.
Assuming that you are still legally his wife and it harms you to stay with him, then you have the right to ask for divorce. Pregnancy does not restrict you from divorce. Actually, divorcing a pregnant woman is found in the Sunnah. However, do not be hasty in your decision until you see which is better: staying or leaving. For more benefit on divorcing a pregnant wife, please refer to Fatwa 116285.
We conclude by alerting to two things:
Firstly, spending on the wife is an obligation upon the husband. If he does not do so, his wife is liable to take from him the money that she has spent. The same applies to what she has spent on her children from him, if she has not spent that money with the intention of donating it. For more benefit, please refer to Fatwa 85012. She is also allowed to take what she needs for herself and her children without his knowledge if she came across money that belonged to him.
Secondly, the wife’s wealth is her right. If the husband takes some of it, he must return it unless she pardons him.
Allaah Knows best.