OK, don't focus so much on proving "dual intent" . . . it's ambiguous, at best, anyway and it's really not the main issue. The first step, and the thing to focus on doing properly at this point, is getting him to Canada in the first place. Because he is non-visa-exempt, getting him a visitor visa is not going to be easy. If you accomplish that, the rest will fall into place. So we'll deal with the TRV (Temporary Resident Visa) first.
Now, I have no personal experience with this part because I'm visa-exempt, so if you're going to post another thread, you'll want to ask what types of evidences people have submitted to be successful in showing that they intended to return home after a visit to Canada. When he's applying for the visit visa, "dual intent" does not come into it - he will absolutely NOT want to provide evidences of, or even say anything about how, "should his status to legally remain in canada not be active, we would leave together". That brings you into the scenario and that's absolutely the last thing he wants to do. He can't mention you, he can't mention the baby, he can't mention the property - none of it. All of those things go towards proving that he has reason to stay in Canada - not leave!! It has to be approached from a mindset of showing that there is nothing significant to visiting Canada - in order to get a visit visa, he is not looking to prove he has significant, important reasons for wanting to come here, like a child on the way! Does that make sense? He has to have a valid temporary reason for visiting that has nothing to do with his future plans with you, and he has to prove he will go home again through proof of ties to home - things like a job at home, lease/rent/property agreement at home, his ailing mother, etc. He needs to show that he has responsibilities at home to return to, or they'll never let him come . . . especially if they're led to understand that he has responsibilities here in Canada!
If he is successful in getting a TRV, once he's in Canada and you're married you'll apply to sponsor him for permanent residence. That will allow him to stay in Canada for good - no "yearly visits" necessary. You will need to get married and get the PR application submitted BEFORE the date that his TRV expires. Along with the inland PR application, you'll include the OWP/extension application (dual purpose ap: it applies to extend his status, giving him "implied status" until a decision is made, and it requests a change of his conditions to worker once he's assessed as an eligible spousal PR applicant). This effectively extends his TRV until they complete the first stage of assessment of the PR ap. When you're including the extension/OWP application with an inland PR ap, there is no proof needed of "dual intent". Dual intent is assumed at that point, and if he is assessed during first stage as an eligible spousal PR applicant (through the proofs you submit with the PR application of your "genuine relationship", etc), there is no need to provide evidences of his intent to return home. By then it's obvious that he doesn't intend to return home or he wouldn't be applying for permanent status. Does that make sense? Once he is assessed as an eligible spousal PR applicant, they will extend his TRV with the Open Work Permit and that becomes his new temporary status - giving him the right to work - until the PR application is finalized, which takes anywhere from 3-9 more months.
So, for your concluding questions: first, "if dual intent is about intentions how and where do we make it clear that should his status to leagally remain in canada not be active we would leave together?" You DON'T. First he has to apply for his initial TRV, and "dual intent" is NOT part of that process. Getting the initial TRV cannot be about you - so dual intent does not factor in. He has to prove - initially - that he will leave at the end of his authorized stay. If this isn't clicking, please - ask again, because this is a vital mindset to understand before he applies to come to Canada in the first place.
Secondly: "if we submit inland (PR application) what else do we submit besides the application for PR and the Open work permit?" You need to read through the application forms and the application guide very carefully so that you are able to submit an application that will process smoothly. He will need to undergo a medical examination by a Dr who is certified by CIC to do them, but this can be done within Canada once he arrives. The medical examination is valid for one year, and you submit proof with the inland PR ap that the examination was done. He also needs to submit police clearances from every country he has lived in for six months or more since turning 18 years of age. These clearances will show that he has never been arrested (if he has been arrested, he is inadmissible to Canada and you need to stop now and get that dealt with first, before you go any further). My suggestion is that he get the police clearances in process before he leaves for Canada (it could prove difficult to get them once he's in Canada because they come from the law enforcement authority in his country). Something to keep in mind is the timing of the clearances - they are valid for six months, but they should be no older than 3 months old when the originals are submitted with the PR application. It would probably be most expedient for him to get them requested as soon as he knows he's been approved for his TRV, and then leave for Canada immediately after he receives them, to give you the most amount of time after he arrives to accomplish the rest of what you have to do in order to submit the PR application. He could also have a family member receive them for him and send them to Canada by secure transit - but if they're lost, it's going to be really difficult to get them done again. The reason for that is, and something to keep in mind about the inland PR application process: he can't leave Canada once that inland PR ap is submitted . . . because once he's married to you, he won't get another TRV to come back. So this is the one shot at being able to stay with you in Canada while awaiting permanent status. If he leaves Canada while the inland PR application is in process - for any reason - and he is not given another TRV to come back, the inland ap is forfeited and you have to start all over again with an outland ap while he waits at home.
I know this is a lot to absorb, and it's confusing, but try to focus first on the overall picture - not the details like proving "dual intent", and it will start to make more sense. And, with all due respect, don't count on agents of CIC to give you information that makes sense or that is in the best interest of your foreign national. Experience has proven time and time again that they either don't really know what they're talking about, or they provide information (like what the guy told you about dual intent) that's confusing and incomplete, or they intentionally try to mislead. It's best to come to discussions like this one where people who are going through the same process can give you information learned through personal experience. We also have access to the processing manuals and several here have read through those and have been able to piece together how all of this is supposed to work. Unfortunately, again - it's been proven out - that people at CIC will just not take the time to walk you through all that.