I'm not going to tell you to leave him although I think you may wish to consider it. There's some truly worrying things here. The financial stuff is deeply concerning and I truly hope you don't have a joint checking account but the way he's neglecting his own child is completely unreasonable.
What I will suggest is that you take a break from him and possibly the baby too by which I mean talk to your parents or the child's godparents or an aunt/uncle or a close friend and see if they wouldn't mind looking after him for a week and then you either tell your partner to gtfo for that week (tell him to go golfing or something, just don't give him any money) or take yourself on whatever short vacation you like and can afford. You clearly need some R&R and he seems to need some perspective.
The second thing I will suggest is couple's counselling. I don't know you or this man nor do I know the spirit in which this was written and whether you want to or even can leave him. It does sound really bad and if you are thinking either of trying to work it out with him or ultimately of getting a divorce and leaving him at least you'll know you not only tried but you gave him the best possible chance. It is also possible that he's himself deeply depressed and sabotaging the relationship. If that's the case you might be able to get back the man you wanted to have a child with. Although, again, a lot of what you've said here is deeply worrying.
Ultimately, it's not your responsibility to fix him. You're his partner, not his caregiver. And your health and that of your baby is in danger the longer this situation continues. This is not something you can or should try to handle alone. You deserve good mental health and you deserve rest. This is not a problem you can handle all on your own so tap professionals, tap your support network, and get yourself a full night's sleep.