I don't really know how to explain it to him that he will understand me and don't look like I'm emotional blackmailing him to the point that I feel so dumb and stupid crying in front of him and telling him that I am pregnant and don't look like I'm using it over him.

Even if you don't talk to a professional, talk to someone. If you want I can try and help. I've had anxiety and depression for as long as I can remember and pregnancy just made that worse. I had a breakdown on my bathroom floor and it scared the crap out of my husband. Don't be scared to let yourself have emotions. And if he gets upset about it then remind him that your body is not your own, you have so much going on. Just know you don't have to go threw it alone.

I really and honestly don't know what to do. I can't gwt any emotional support from my bf and feels like everything I did is a big mistake that I make him mad or upset. I can't even cry in front of him because he's getting annoyed

I'd say use your best judgment. if you think you should keep it at bay then you should seek help. do what you think is best for the baby and don't neglect your emotions. they're very real and can get out of hand at times.