One of the hardest things to do as parents is to let our children live their lives and make their own mistakes. We see them sin and stumble and we want to keep them from falling. We want to help them up. As a new father, my daughter is 3 1/2 months, I can't imagine not being there for her when she needs me. Or, more accurately, I can't imagine not being there for her when
I think she needs me.
Marital unfaithfulness is grounds for divorce. That being said, I'm all in favor of preserving marriage if possible. I highly recommend couples counseling or therapy. My wife and I started couples counseling before we were married and have continued with it (with a brief hiatus for a few months) for the past 8 years. I find it helps strengthen our marriage considerably. Too often, people get into counseling too late in a relationship. But, better late than not at all.
It appears that your son is interested in 'relationships' rather than settling down and raising a family. Hard as this may be to accept, that's his call.
We can but guide our children in the way of the Lord by doing the right things and teaching them what God wants of us as outlined in His Holy Word. It is written to train a child in the way he should go and when he is old, he will not swerve from it. But now it seems as if your son has strayed from the way he should go. I say this not to make you doubt your parenting, Lord knows I have precious little experience myself, but to give you hope that because you
did train him the right way (I make this bold assumption as you say you are a pastor and I presume have some knowledge and wisdom in the way of the Lord), he will come back to the right path. Furthermore, had I as many children as you and as many years experience as being a parent, still it would not be my place to call into question your parenting method. Each child is different. Each situation is different. What works for one child may not necessarily work for another. What is effective in one instance is not so effective in another.
Being pregnant is not a reason to get married. While the ideal would be for the child to have a mother and father who are married to each other and love each other and their child very much, the reality is that such is too often not the case. Does your daughter want to get married? Does she wish to marry the father of her child? Does he want to be married to your daughter? Are there obstacles to them getting married such as money, relationship issues, etc? Again, I would echo my advice that they seek pre-marital counseling. That is, if they are willing to be married.
Be a good listener. Be ready to help, but restrain yourself from jumping in. Unasked for advice or help is rarely taken with a grateful attitude. As Dread Zeppelin said, pray. "Pray without ceasing." Offer your situations with your children to God. And keep in mind James 1:12.