OK...I really don't think that "parenting classes" are necessary....
First, it's just a phase that kids go through. No biggie - actually, you should be proud that you helped to encourage this little independent spirit! He feels confident in himself, and safe that you will always be there for him, no matter where he is. It probably also has something to do with your pregnancy as well - and your pregnancy likely has a lot to do with your being upset about it (I'm 31 weeks along myself so I feel ya).
Now, I personally wouldn't pretend like I was upset to try and get him to come home. He's *3*, you're the adult parent, so he comes home when you tell him to. No arguing, questioning, or whatever.
By fake crying or whatever, you're teaching him that manipulation is the preferred m.o., which isn't something that needs to be carried on throughout life. At the time it can be fun and kind of funny, but believe me (I've watched this with my in-laws and SIL and her kids' escapades), it ends up backfiring in the long run because they will not take you seriously. The spoiling does not do them, or you, any service either.
But just hang in there, act like it's not a big deal to you (go cry in the bathroom if you need to!), and without playing games just tell him factually that it's time to go. Period. Good luck!!