It is really sad and unfortunate that you have not been investigated previously about your thalassemia carrier state. India is a country which is in the thalassemia belt and carrier status varies between 4 - 15% in general population. Therefore, it should be mandatory to screen for thalassemia carrier state to reduce the burden of having a thalassemia major child.
It is absolutely appropriate to get ur husband tested for carrier state and if found positive should be followed up with amniocentesis/CVS sampling to assess the fetus. And if the fetus is positive one should definitely consider termination.
Again thalassemia major does not manifest in first six months of life, however, later it shows as anemia and progressive organomegaly.
I would suggest to get your previous child examined as well.