Daughter Married A Sex Offender And Is Having A Kid, Help Needed

Me (32m) and wife (45f) are heartbroken. TLDR at the end Our daughter (21f), started dating Marcos(30m, fake name) for about 2 months, they went on a trip and when she came back, she told us she got married. Me and my wife got super hurt with her actions and asked her to move out, because We knew that it would be just quest of time for her to bring him into our home, no its not gonna happen. Well, she left and we stayed super low contact with her for about 6 months. In December she called us to say she is pregnant. Me and my wife lowered our guard (we are going to be grandparents and we want to be part of the child). We started to invite them to our home, so i can know more about this guy since I never really got the opportunity well, I didn't liked what I saw. He quite his job without having a backup plan and can't find a job anywhere, my daughter is working 2 jobs and stopped college. She is basically doing everything on her on while he does whatever in their apartment. I went to a bar last night with a buddy of mine and told the story and we both thought how come a 30 years old man can't find a job for 2+ months. I dunno what came to my friends head( and not mine) but he did a background check on the guy, and yes, registered sex offender, Tier 3( which I assume is the highest level), convicted of "Continuous sexual abuse of a child ". I was in disbelief, how come it never came to my mind to run a background check on him. I'm angry and frustrated and we don't know what to do. What about this child that she is bringing to the world? Is he safe to be around kids? What about his on kid?? He was convicted in 2015. I don't know much about the case, my friend is doing some more digging (I don't know much about this stuff). Is there anything we can do? Does my daughter knows( and maybe thats why she got married behind our back?) What ours next steps should be?

I'm sorry for any grammar errors, I'm drunk and tired and just want to know the best steps to keep that child safe.

TLDR: Daughter married a sex offender(Tier 3 convicted of "Continuous sexual abuse of a child ".)behind our back, and now is bring a baby girl to this world with the guy. Help!!