Hi,
Sorry you're in this situation. But you ARE in it, and I know it feels so completely overwhelming right now that it's tough to imagine how it will ever work out OK. It's easy to fantasize that he will suddenly see what he stands to lose and he will get his act together, get sober, and you will all live happily ever after. It rarely works that way, at least not without a lot of pain along the way.
One of the principles of Al-Anon is First Things First. Number one here is taking care of yourself and your unborn child. Your bf is an adult--even though he is acting like a child (and may currently be unable to act any differently)--and if choices must be made, you must consider your own needs, and those of the baby, first.
The observation that arguing with him is like arguing with someone with dementia is right on. The arguments are lost on him. He can hear them, but he is incapable of processing them rationally.
Do you HAVE to leave him? Only you can answer that question. But going to Al-Anon might give you some strategies for making your life a bit more peaceful and less chaotic, regardless of what he does or doesn't do. Once you are able to get to a more peaceful place, you can make decisions about what's best without making them out of a sense of panic.
Sometimes a temporary break from your living situation can give you some breathing room. That's another idea to consider.
Hugs, stick around here. Since he's the baby's father, you will be dealing with him in some fashion for a long time to come. The sooner you get going on effective ways of taking care of yourself, the better.