You can always just tell him you're meeting up with some friends (true). Or just be honest--that you are having difficulty coping with his drinking and you are going to Al-Anon for yourself. Al-Anon is all about YOU, not about getting the alcoholic sober.
And for heaven's sake, work on losing the notion that you must "suffer the consequences" because you married him knowing about his drinking. The fact is, he promised to deal with it and he has not. And it will inevitably get worse, not better, unless/until he quits for good.
Please practice good contraception. Having a baby does NOT motivate most alcoholics to recover. They might WANT to be good parents, but the addiction is extremely powerful. Children are greatly harmed by growing up with an actively drinking alcoholic parent. They have no choice in the matter--you do. So please don't even consider bringing a child into the family unless/until he has a solid period of good recovery under his belt.