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DearCustomer- Your ex husband will have no rights to your unborn child however your current fiance, assuming he is the father, will have parental rights. Your ex husband will always have parental rights to his own children but just because you are having another child will not give your ex husband any automatic rights to anything. He will continue to have the same rights to his two children as he has now, whatever those rights may be.
The father of your unborn child will have parental rights to that child once the baby is born. At this no one bu you has any rights to the unborn child. There is no duty for you to get married so that is not an issue.