I'd so go to HR it's a harassment towards pregnancy and trust me that counts!I had a boss let me go once because she found out I was pregnant and even used the excuse of well your pregnancy is making you a bit forgetful and that isn't gonna work out here.
Wow that's crazy! With my hormones being so crazy right now I would of chewed his *** up and spit him out! Lol! I can honestly say I have become so mouthy since pregnancy took over! I don't want you to lose your job but if he's going to dish it out give it back. Maybe then he will see what kinda of jerk he's been.
He is creating a hostile work environment and you can report him to HR , your employer should dpi something about it rather than worry about a potential law suit.
What a jerk... I would tell him your prego and to quit bullying you. Sounds like harassment to me. If he doesn't stop with the inappropriate comments I would go to your hr and tell them what he has been saying and how uncomfortable it make you.