If I'm 15 and pregnant with my second child and baby daddy is 22 and an illegal immigrant, what can I do to keep him here with me?

It seems likely that your 'baby daddy' committed a crime against you. It is called aggravated sexual assault, sexual abuse of a minor or statutory rape. You are presumed to be unable to appreciate the consequences of your decision to consent due to your age. Now, you are forced live with those consequences. It is unclear whether you have considered adoption or guardianship. The immigration laws are more often very harsh against people like your baby daddy. If you have parents, then they should consider the options that exist with police and/or a competent and experienced immigration attorney. Perhaps, he should spend some time behind bars thinking about the hardship that he will put you through as a result. He should never be allowed to do this, again.