Congratulations on your baby!
I'd try putting a heating pad on low and using one of those bean-bag type snuggle pillows to transition the dog back to the crate. Jazz used to love snuggling in his before he came to sleep with us. I am not sure even this will work, as he might just keep you awake until you relent.
If you do keep the dog in the bed, be aware that every time you get up with the new baby, so he will get up too for a while. He'll want to know what you are doing. Eventually, he will get used to it and sleep though it. This is based on my experiences with night time potty breaks, not being up with a baby.
Jazz used to follow me to the bathroom during the night, now he just goes back to sleep. He knows I will be back soon.
Good luck. My DD slept with us until she was 8. I loved having her there and knowing she was safe. My niece and nephews have co-sleepers for their babies and love using them.
When your baby comes, for a few months you will be getting very little sleep. Hang in there, it will pass.
Trust your own judgment. You'll do just fine.