I wouldn't worry too much about his threats. My alcoholic ex made a lot of the same noise, but the reality is that an active addict is not capable of following through on something like that. From a legal standpoint, it is nearly impossible for one parent to "take away" a child from the other parent, especially with his history of addiction and jail time.
You are doing a lot of future tripping over something that is far in the future. Your baby isn't born, your ex is in jail and it is a long shot that he will clean up enough to follow through on anything. If he does, and he's not on the birth certificate, there will have to be a paternity test. Same deal with child support. Leaving his name off the birth certificate is not a guarantee of anything, and it will make it difficult for you to apply for child support, medicaid, etc.
Your ex is going to do what he is going to do. All you can do is take care of yourself, get plenty of rest, eat well and keep stress to a minimum.
Not being married gives you a tremendous advantage, custody-wise. I have an informal arrangement with my ex's parents which lets them spend time with my son. My ex can go over during these visits if he is sober. We live in different states so it is easy for me to limit the contact my son has with the drunken ex. My ex contributes to this by continuing to drink and progress and deteriorate. He is not functional enough to follow through on any type of custody fight. He does send me child support. The money comes from his VA disability payments. It's not a fortune, but it helps.