Technically, this other woman is not a mistress because you are not this man's wife.
A person cannot be forced to marry someone he does not like to marry, but he cannot get away scot-free from the legal implications of his acts.
How very certain are you that this despicable man has not made false promises to this other woman with whom he had sexual relations with MORE THAN ONCE while living under the same roof as you, and eventually impregnated, while he was also having sexual relations with you?
Did he denounce her and choose you in her presence? Or is he just telling you what you want to hear?
Am I reading correctly?
He cavorted with this other person while you thought all along that you were in a monogamous relationship with him, MORE THAN ONCE, disrespected your feelings and still, YOU WANT TO MARRY THIS MAN?
Seriously. Even if you marry this person, there is no stopping him from cheating on you, and there is a probability that there will be more marital infidelities in your future.