Praise be to Allah.
If the matter is as you say, then your husband has made a serious mistake when he thought of getting rid of the child that is his son, with whom his wife became pregnant in a halaal (lawful)manner, so there is no shame on him if this child is born and there is no harm in that and there is nothing wrong with it. If he is worried about provision, Allah has guaranteed it, as He says (interpretation of the meaning):
“And no (moving) living creature is there on earth but its provision is due from Allah. And He knows its dwelling place and its deposit (in the uterus, grave, etc.). All is in a Clear Book (Al-Lauh Al-Mahfooz - the Book of Decrees with Allah)”
“And do not kill your children for fear of poverty. We provide for them and for you. Indeed, their killing is ever a great sin”
Now you have the choice, in sha Allah. If you keep the baby that is in your womb, and beware of doing any harm to him or obeying his father in doing any such thing, perhaps Allah will set things straight and guide him, when he sees his son for real, and he may come back to you better than he was before. But if he insists on what he intends to do of divorcing you, then our hope is that Allah, the Most Gracious, the Most Merciful, will help you and compensate you with someone who is better than him, for He is Kind and is Able to do that.
With regard to your name, we do not know whether it should really be changed or not, but in general terms the principle is to keep things as they are, unless they have a meaning that is not acceptable in Islam, such as if it is the name of something that is worshipped instead of Allah, e.g., ‘Abd al-‘Uzza (“slave of ‘Uzza (a goddess figure in the Jaahiliyyah/pre-Islamic days of ignorance)”) or ‘Abd al-Maseeh (“slave of the Messiah”) and other names used by people of Jaahiliyyah, or they are names that are forbidden in Islam, or they have bad social meanings. This varies from one language to another and from one environment to another.
If it so happens that you change your name, then your husband divorces you, whether he calls you by your old name or your new name, the divorce is still applicable to you so long as he meant it and addressed it to you.
And Allah knows best.