Starship Troopers 2:
HERO OF THE FEDERATION
(2004 - made for video)

Old fashioned "Fort Apache" sci-fi movie.

Soldiers hold up in a remote outpost with a General.
Big Bugs attack.
Creepy, evil little parasite bugs infect the soldiers.
Dax is an officer, who killed his C.O. for treating soldiers (kids) like cannon fodder.
A pregnant solder and Dax survive the parasites.
Rescue comes and Dax stays behind.
You last see him taking on an army of bugs.
DAX dies.
Sarah gives birth to her baby.

Ironically, Dax becomes the 'poster boy' to lure more cannon fodder into the war.

 Thanks Crowswork!