I'm glad al-anon is working for you. Maybe therapy can help you work on those deeper points about your anger and sadness. That stuff can accumulate, even if you are feeling ok, you have to work through it in a healthy fashion. Not only that but it can take away the energy you are going to need for the new baby!
I find keeping a journal helps me a lot. I write all the things I wish I could say to him. It helps me process. Maybe writing a letter to the baby would be a therapeutic thing as well
Best of luck to you. You are stronger than you know.