D..
I feel really sorry for you guys. Your daughter is amazing, being able to sleep through this.
You mention that your husband puts him back in his room and then after tantruming and screaming, he ends up back in your room. Why do you allow that? All you're teaching him is that all he has to do to get what he wants is to have a tantrum and scream.
It's time to make a concerted decision to either let him stay in your room, or not ever allow him back in your room. Move your daughter out of his room and turn the doorknob on his door and lock it from the outside so that he cannot come out. Only go in ONCE when he wakes up and tell him that night time is for sleeping, and you aren't going to play with him. Tell him that he has to stay in his room. Close the door, lock it, and let him cry.
A nightlight in his room will help, but make sure the room is very safe for him to be alone in. At first, he will test you to see if he can make you give up. DON'T give in to his manipulations. Eventually he will be so exhausted that he will fall asleep. Let him get to that point. Don't let him sleep late in the morning. Get him up at the usual time. Don't let him nap more or later in the day than he is supposed to. Keep him on a strict schedule.
Your son is trying to be an "adult" in the household by butting in to your private time after he is supposed to be in bed. The problem with this is that you are letting him. Kids will push the envelope as far as adults will allow. It's your job as the parents to push back.
Lastly, stop sitting on the bed until he falls asleep. How can he learn to fall asleep in the middle of the night if he doesn't learn to fall asleep when he's tired at the beginning of the night? Just tell him goodnight and close the door. Instead of locking it straight away, let him keep coming out of the room for the first week to get you to come sit on his bed. Walk him right back to his room without going in and tell him no, that he needs to go to sleep like a big boy without you sitting on his bed. Let him fuss. Keep putting him back in his room. Over and over and over. The first week will be hell. Just get ready for it. The second week, lock the door.
I know this sounds tough. But you need to get tough or this is going to be a nightmare when the baby is born.
Good luck.