I think you need to continue the counselling or try another counsellor, one that you feel a connection with.
I think you are flogging a dead horse with this guy, he's no good. I think you feel some kind of loyalty to him because he was your first and because of the baby. Darling, you deserve better than him and there are better out there. I think you should put off having a baby for a quite a while as you are still griefing for the baby you lost, you are not in the right frame of mind at the moment to be bringing another human being into this world. But that is not to say that one day you won't be, you have to get yourself well first.
I am really pleased that you have moved out of that house, as being around him is not good for you. You need a complete break from him. You need someone that hasn't got baggage, no kids already as he will be responsible for that child till it is 18 years old, imagine the strain that would put on any relationship.
Faith, keep taking you meds and please find another counsellor because it will help you, believe me.