Hi smurfette1, carrying the babies around is normal. It may be that mother didn't like dad around and felt her litter was in danger. It would be advisable to separate them if that is the case, many females can be very nasty to the male when they have babies. I'm very sorry to hear about the eaten baby

it is very sad i know
My Abigail ate her whole litter, it was a shock and she was on her own so we don't know why she did it

Definately check on the babies don't worry about disturbing them, normally it isn't a good idea especially if newborn but in this case you need to check they are all ok.
How old are the babies?