It is a lost battle. Consider the fact that he is expecting a new-born baby. He will be a father. It means a lot to him if he loves you more than the other woman he would have supported them financially while staying in the relationship with you. Again, he is already a family man.
If you want to support him in supporting his expectant girlfriend is to tell him that you love him and it hurts that he has left you for another woman. Let him know you will assist him in supporting the woman and the child. Do not plead.
But as I said before, it will be difficult to get him back. There is nothing you can do to convince him apart from showing him how much you love him, how you had envisioned the two of you together till death, and you enjoy your relationship with him.