What I'm confused and not sure about is I got told my baby is an Anchor Baby.
You may have been lied to, or someone is attempting to bamboozle you by trying to use your citizenship to change his illegal status to legal.
The man isn't married to you, and the child you're carrying has no legal father.
An unmarried male who is alleged to have fathered a child has no natural parental rights upon the birth of the child.
All parental rights are vested in the birth mother upon birth of said child, that would you, ma'am.
It would take a paternity test, a court filing, and a hearing to begin to establish the man's paternity.
Even if he were eventually proven to be the legal father of the baby, it will hold no sway as to whether the illegal alien that allegedly impregnated you will be allowed to remain in the United States.
As far as the term, "anchor baby", it refers to a child born of an a mother illegally in the USA (which grants birthright citizenship to the baby born here) leading some people to believe the child provides an advantage to the woman who could in seeking to secure citizenship, legal residency in the US, or simply wishing not to be deported to her country of origin.
Your baby isn't an anchor baby, its a US citizen by birth, which confers nothing to any illegal alien male who believes he fathered the child.
Be very careful if the man asks you to sponsor his path to a Green card, as many such males lie about loving women or men who sponsor them, and when they get that card, they disappear and you are stuck paying their way for decades.
One last thing, don't expect that male to ever assist you with supporting the child financially.
There is no way he has the resources necessary to do so after he's deported.
You might wish to consider other options available to you before the clock eliminates one of those legal options.