He is getting mixed messages and although you all think you are helping you are in fact enabling him to behave like this , it sounds like they are giving in to him because he screams and in doing that they are rewarding the behavior, he now knows if he yells he gets what he wants ..So they have to break the cycle, he will have to yell, consistancy is the key here, take him to bed read him some nice stories, his door can be left open and a hall light on if he is afraid of the dark. If he yells ignore it, when he realises after a night or 2 its not working he will stop, may take a bit longer if he is a tough boy, noone takes him into their bed, if he comes out of his room he has to go back ,a parent takes him back ,over and over if necessary,into his own bed .Its not easy but it does work and if they start this now he will be fine once Baby arrives ..Good Luck