I would not go to HR and tell. This happened in my sitch (I did not tell, but someone else did) and my H did lose his job unfortunately the OW didn't (I thought she should have, but I think he stuck up for her and protected her) anyways they really became closer, they had something to fight for together and everyone was against them... as someone else said... Romeo and Juliet... all the way... gag gag gag... sorry the my whole sitch makes me sick.
Any extra drama brings them closer. Unbelievable, I know. You are very strong to be able to not want to know any details. I can't and it does eat me up inside. Keep trying and hang in there.
