He wanted to help a woman become Muslim, then they committed zina and she got pregnant, then she insisted on leaving him, and cut off ties with him

We believe that everyone who reads this question must learn
from it and convey that lesson to people, so that they may protect
themselves and their societies from such errors, and understand how doing
things the wrong way must inevitably lead to wrong outcomes, even if the aim
was noble. The aim is not sufficient to make actions right; rather the
action must also be free of any element of evil or corruption, as Ibn
al-Jawzi (may Allah have mercy on him) said: We seek refuge with Allah from
starting any action without basin it on knowledge and reason.

Talbees Iblees, p. 277 

Similarly, we read what is mentioned in the question with a
great deal of sorrow. How the nafs (self) that is inclined towards evil
could take advantage of a girl who is interested in Islam, seeking guidance
and to learn about the Qur’an, and make her fall into the pit of desire and
forbidden pleasure, so that her search for guidance turned into an occasion
for resentment, anger and aversion, and showed her the darkness of sin
instead of the light of guidance. No light will be left in the heart of the
sinner; rather he will be stuck in the mire of his sin, and what has tainted
his heart of evil can hardly be washed away except after sincere repentance,
a great deal of praying for forgiveness, and turning to Allah, may He be
exalted, with humility and humbling oneself before Him, in the hope that He
may pardon and forgive, and help him to come back to obedience to his Lord,
so that he may move beyond this dark stage in which the sin began by forming
a relationship with a non-mahram woman and ended with zina.

See also fatwa no.
11195 

Now that you have knocked at the door of repentance and have
turned to Allah, may He be exalted, you must understand some shar‘i rulings
which are very important in your case; we will list them for you below: 

Firstly: 

It is not permissible for a Muslim to marry a woman of any
other religion apart from the people of the Book, namely Jews and Christians
and those whom the scholars included under the same heading. As for a woman
who does not follow any religion at all, not even in name only or on
official papers, it is not permissible to marry her. Allah, may He be
glorified and exalted, says (interpretation of the meaning):

“And do not marry
Al-Mushrikat (idolatresses, etc.) till they believe (worship Allah Alone).
And indeed a slave woman who believes is better than a (free) Mushrikah
(idolatress, etc.), even though she pleases you”

[al-Baqarah 2:221] .

No exception is mentioned except in the case of the people of
the Book, because of the general meanings of the word mushrikaat (fem. pl.
of the word  mushrik, meaning one who associate others with Allah). 

Ibn Qudaamah (may Allah have mercy on him) said: 

With regard to all disbelievers apart from the people of the
Book, such as those who worship whatever they see fit of idols, rocks, trees
and animals, there is no difference of scholarly opinion that it is haraam
to marry their women or eat meat slaughtered by them.

End quote from al-Mughni, 7/131 

This has been discussed previously in fatwa no.
2851 

Secondly: 

Attributing the child who is born as a result of zina (with a
woman who is not married) to the zaani is also a problematic matter. The
Prophet (blessings and peace of Allah be upon him) said: “If (the child) is
from a free woman with whom he cohabited, he is not to be attributed (to the
zaani) and cannot inherit from him.” Narrated by Abu Dawood in as-Sunan,
2265; classed as hasan by al-Albaani in Saheeh Abi Dawood. 

We have previously discussed this issue in more detail in
fatwa no. 33591 and
175523. 

Thirdly: 

With regard to m of the child, there is nothing wrong with
you spending on the child who was born as a result of zina if you want to do
so, provided that this is done from a distance, by sending the money through
a bank account for example, without being in contact with that woman or
meeting her, so that the sin will not be repeated and so that the Shaytaan
will not cause temptation between you. 

Fourthly: 

It is not permissible for you to carry on trying to convince
her to marry. She has been put off and has been faced with distress because
of that sin. Similarly, it is not permissible to use the fact that you
prayed istikhaarah and that she became pregnant as proof that this marriage
is something good. We think that this is a kind of getting carried away in
temptation and is an attempt to confuse that woman. The marriage that is
prescribed by Allah, may He be exalted, and is liked by Him is not something
for which pregnancy that results from haraam actions can be interpreted as a
sign in its favour; rather it begins with obedience to Allah, may He be
glorified, and adherence to His laws and commands. 

Our advice to you is to stop attempting to convince her;
rather you must stop trying to communicate with her in any way, because
there is no way that you can marry her if it becomes clear that she is
neither a Jew nor a Christian. Even if it becomes clear that she is a
follower of one of these two religions, there is no way that you can marry
her because she has refused and is convinced that marriage would fail after
it has been spoiled by zina. 

We ask Allah to forgive us and you, and to grant us all well
being. 

And Allah knows best.