Now that you are pregnant you are in a double bind. If you marry, he will have just as much right to influence his child as you do...and you will become the worldly one scheduled for destruction at Armageddon. If you don't marry him and he has partial custody he will have the same influence and the result will be the same.
In other words it's a lose lose situation. Your only hope is if he comes to the realization that his religion is a dangerous cult. If you both are willing to commit to researching the religion of Jehovah's Witnesses together via the net and other sources...you may break out of your double bind.