That's where your problem is going to be, to be completely honest. I'm not trying to tear you down, but to give you an impartial and objective view of things. Try to take this in that spirit, okay?
You have two children, and one on the way. Three different fathers, only one of which you've been married to. Frankly, engaged isn't the same as married. You have moved at least one of those children repeatedly, and the second one at least once. It would appear that neither of those children live in close proximity to their fathers. Now you are adding a third child, and a third father, into the mix.
I have a feeling that the judge looked at this situation and had some or all of the following thoughts. Here is a woman who seems to have some difficulty in maintaining relationships. Who's to say that the current one is going to last any longer than the previous two. How many other relationships have there been that I don't know about? Oldest kid has been moved around a lot, but his Dad doesn't seem to be arguing about it. The younger one has been moved and while Dad may not be perfect, Mom didn't have the permission of the court to move (I forgot to ask if you did or not, and am assuming you didn't) and Dad wants the kid closer to build a relationship. That's a good sign. It would be better for all the kids to be in one place, where at least two out of three fathers are in close proximity.
Like I said, I hope you take it in the spirit it's intended. Are there places closer to Dad (and close to the 7 mile radius restriction, like 10 or 12 miles) that would be more acceptable? An argument could be made for that as an alternative where you'd be close, but in a better area for the kids. Do you have an attorney? I'm suspecting not, and it would be wise for you to at least consult one.