first, I wouldn't make him do anything in the middle of the night since you are both hardly awake and more emotional. Would you want to be locked in your room in the dark?
Developmentally, his imagination is really coming alive and that may be why he's waking and needing you. Monsters might be coming after him or something.
Would letting him fall asleep in your bed, then moving him be OK? If he slept on your floor would his snoring keep you up?
He is getting to the age where you can talk to him about stuff so I would talk about how to fall asleep, what to do if he wakes up in the night.
Don't stress about the baby coming in March, your son will be almost 6 months older. As you know, kids change a lot in a short amount of time.
fortunately, you may be able to nap during the day. though maybe not since your son is 3.