Don't think you're out of order at all. It must be so hard!
I think you have a right to have things seen from your perspective.
As to the bank account, as long as it is for baby money only, having a join one is probably a good idead. However, if all his wages go in there and he uses it day to day, perhaps he needs to severe that tie?
So i wouldn't use the word confront. But I'd sit him down and tell him how hard the situation is when there are three people in the relationship, and that whilst she is the mother of the baby, you'd like a little more distance between him and her.
She does have a right to phone but I think that perhaps you ought to say that the continuous texts and phone calls, if not about the baby, are a bit much and you'd prefer if he asked her to stop that as it's beginning to interfere with your relationship.
And if you haven't already, I'd tell him what she said about you not having what they have because she has obviously said it to try and split you up. I think he needs to reiterate to her that he's not going back to her, regardless of the child, if indeed that is his view point.
Perhaps on future occasions, you should try and get involved a little more with the child so maybe suggest that to him. Like when he next goes to see the baby (and his ex), you go too. I mean, if you're around long term, the baby is obviously going to be in your lives the whole time so you should get to know him/her.