-How long have you been together?
-Is this threatening your relationship?
-Are ou planning to get married or just talking about it?
-Have you told him how you feel about the situation?
Sorry I am late answering your question was having issues with seeing your question and kept getting an error page, I think it's more that he feels he has to take care of his daughter because she cannot take care of herself neither emotionally or financially. What he feels he is doing is taking care of his responsibilities whereas you see it as a hindrance because he should make her grow up and go back to school and get her education and find a job but he cannot make her do what she does not want to do, especially now that she is pregnant, I believe you are right about her being manipulating and conniving but he has to realize that and see that. What you are going to have to figure out is how much of this you are willing to put up with and how long you are willing to wait. He may never be ready to show tough love or make his daughter accountable or her boyfriend for that matter.
A good parent makes their children accountable and doesn't give up their own happiness for them, he has to find a happy medium between the daughter and his life with you and if he isn't willing to treat your children as an equal it will affect them in the long run, children are not stupid they can read people and how much they like or dislike them and your children will eventually see that he treats them differently than his own children. Just the fact that he said he is too old to change now means that he isn't planning on changing anytime soon, also the fact that his first marriage was pretty much the same as now should be a warning to for you, he seems comfortable the way things are and doesn't want to change it for anyone. You need to realize that either you put up with the way things are or you leave and find someone that has and wants the same things as you do. He isn't even willing to compromise in any way and at least he has been honest with you so if you do decide to marry him you already know what you are getting and it won't be a surprise. Are you willing to have to deal with this the rest of you life if you decide to stay with him or even marry him. Even if you gave him an ultimatum you would already know what his choice would probably be. It's up to you to make the final decision to stay or walk away and find someone that will put you and your children that are in the household first.