It sounds like you really have your head and heart in the right place. I also think his exwife's concerns are reasonable. Since you agree with her, too, why not plan activities for the three of you to do together? Everyone's happy; you spend time with bf, bf spends time with his daughter, exwife is happy, daughter feels included.
You asked "how can i make her feel that her place in this family is solid and the love that is felt by her father and/or myself will NOT be lessend by the new edition?" Tell her. Alot. Get her involved in some 'kids of divorce' support groups, too, maybe some counseling. 9 is a rough age to deal with this stuff.
As for you, you need to take care of yourself, too. The issue with your parents needs resolved. I think if you go to the forum on here called "Pregnancy Community Chat" many of the ladies will have some helpful advice.