I think what you both need is someone to talk to... whether it's with each other, friends, family, or a professional. One of our very best friends (a husband/wife couple) have been going through a similar experience. The husband lost his mother about 8 years ago... it was a very sudden, unexpected loss. He slowly begain to just shut down. He never grieved, and as a result he never moved on. It's something he just kinda tucked away. His wife has confided in us several times. Her exact words were "we are both dead inside", and it began just after the Mother died. They have let us (me and my partner) in on the problems in their marriage, so when we get together we talk about his Mom, the problems in their marriage, how they can move on, how they can be their for each other, and the steps they can take to grieve. At this point, we are trying to help him come to terms by going to visit her grave site (he has not done this yet, I think in fear that it will really hit him). I know you are in a very hard situation, and you can only hold on trying to keep the life in this relationship for so long on your own. I think you should start intitiating talking about his feelings, talking about his Dad (the memories, the death, the bottled up feelings), discuss your feelings, discuss where the relationship is going, express what things hurt you (like the comment about nanny)... and hopefully in return he will open up and start talking and getting all this stuff off his chest, instead of shutting down and keeping it in.
Also, I know it's tough esp. given the situation you are in now (pregnancy, moving, etc.), but try to be the rock... stay strong while he is in such a weak place, ecourage him- tell him yes he has experienced a loss, but he will soon experience an addition to the family that needs his/her Daddy, encourage him that each day will get better, encourage him that it's okay to grieve, it's okay to cry, its okay to be upset, mad, happy, confused, etc... but that his family needs him. He may just be looking for someone to tell him it's okay, that they will be there for him, that he can cry on their shoulder, etc. He may just need that little bit of strength and encouragement to move on.
As someone who has lost a relative to suicide, I can tell you that the grieving process is more complex than with other types of loss. You are not only dealing with the loss itself, but also with the fact that the person CHOSE to leave, so there is a feeling of abandonment and anger. Some of those feelings about his father may be spilling over to you, especially if he fears you will leave him. There's also the guilt when a loved one commits suicide (Could I have done something to prevent it? Cause it?) Your partner has a lot on his plate, and it sounds like you have a lot on yours, too. You may want to talk to someone else because as much as we would like to be everything to our partners and have them be everything for us, it is not always so simple. Your partner, who is probably questioning whether his father loved/felt connected to him is probably not the best person to support you when you are feeling disconnected from your unborn child. The very thought of it probably makes him mad, but you do need support. It is important that you work through this before the baby comes, so that you can bond with baby. Every baby, regardless of the circumstances surrounding their arrival, deserves to be loved. Things can get better for you. With the depression that you are currently experiencing, you are probably not the best person to support your partner through his loss. That is not to say you should abandon each other, just that you should both consider seeking outside, perhaps professional, support. I will be praying for you and wish you the best.
I'm sorry you have to go through that. i am going through the same but no one died. My son is almost 9 months and i feel that my husband hates me, everything is my fault, etc. My husband has told me he can't stand to be around me. He doesn't want to have sex with me and when we actaully do he is kinda rough(sorry tmi) I had to deal with severe depression since i was 13(now 27) and now i think i have ppd. I hope it gets better for you. Prayers and hugs.