Yes, divorce is expensive. Marriage is expensive. Nothing you've stated is unusual.
Why in the world have you had 3 attorneys? Sequentially dropping attorneys because you don't like what they tell you isn't generally a good idea.
Wake up time: You need to realize something. The fact that she was pregnant when you married her is irrelevant because she miscarried that child and later became pregnant to you. The fact that she hasn't worked is irrelevant. The fact that you want to believe that you were doing her a favor is irrelevant. The fact that you don't know how she has supported herself in the past is irrelevant. In fact, almost everything you've cited is irrelevant.
Here are the facts the court will consider:
1. You married her. No one was holding a gun to your head.
2. She became pregnant. You admit it that you are responsible.
3. You want to divorce her.
4. She has no other source of income.
It's not a complex situation, even though you're trying to make it out to be. I'm having a really hard time figuring out why you think you can get an annulment. You file for divorce, follow the procedures in your state, and eventually go your separate ways.
You will be supporting the child(ren). Period. You will pay some, if not all, of her legal expenses. You will give her about half of any assets accumulated during your marriage. You will probably not be paying alimony because it's a short term marriage.
The only other thing you have to consider is what you're going to do about your children. Your options are to try to get sole custody (extremely difficult unless you can show that IN THE COURT'S EYES she's an unfit mother). You can walk away and never see the kids. Or anything in between. Figure out what you want and work with your attorney to try to get it.
All the other stuff (her earlier pregnancies, etc) is irrelevant, so drop it. It's costing you energy, time, and money.