So upset and depressed

My daughter is getting ready to have her third child (tomorrow) and she found out yesterday that her fiance is having an affair. They were planning on getting married this spring (a little late but, still, they were making plans). He left abruptly after being in the family for over seven years and we are all shocked and very upset but the worse thing is the little kids -- they are having a very difficult time dealing with the fact Daddy is not going to live with them any more. We sure could use some help right now.