This is extremely abusive and manipulative behavior and is likely to only get worse once babe comes. Unfortunately, it sounds like it’s time to start putting together an escape plan. Look for local resources for domestic violence victims, shelters, etc. Talk to someone you trust about your situation so someone knows what’s going on.
Break up he's trying to isolate you don't let him. And anything he says you shouldnt do for baby ask his Dr and debunk the comments. In other countries they take the baby out and leave them in their stroller alone to get sun because it's needed.
Major red flags. If a man is that insecure over you going out with your girlfriends do yourself a favor and let him break up with you. Trust me staying with someone who’s making you miserable is a lot worse than a break up. He should be happy that you have friends nice enough to throw you a baby shower and support you. I know it’s hard and a lot easier said than done but you don’t deserve to be miserable for the sake of a relationship. There are plenty of other guys that will be happy to see your happiness and not bring you down.
Leave leave leave if it's like this before the baby I can promise you it will get way worse after. He sounds like a controlling asshole. So you rely on him for everything now.. But it sounds like you have friends and maybe family to support you leaving. He keeps threatening to leave you anyways so make it his reality. It might be hard at first but staying with him will be much harder.