What should I do after the most horrific time of my life my boyfriend wants to walk out?

A month ago I delivered my 9 mth stillborn baby that I had with my live in boyfriend of 9 years. During a 4 month seperation we conceived, when he found out we where pregnant he asked me to move back in together. During the pregnancy it was the best time of our lives & the relationship was the best ever. We had issues b4 the seperation that included 1)He didn't want more children, this would have been my 1st. 2)He didn't want to remarry for the 3rd time 3)He claims that we didn't have romance/or enough . Now the same problems we had b4 the baby came into existence have resurfaced & he wants to break up for good & move on. I know I love him but have felt unsecure for obvious reasons & I know that I need this time to for myself. QUES. What can I do if anything to stay with him & bring him to accept my wants for children & marriage. I'm almost 40, he's 46. If I let him walk away I don't want him to believe that I also gave up on us-it also feels like some sort of dishonor to my baby.