Good job letting your wife see you have fun and get "concerned" about your whereabouts.
Rock climb more often, it'll build strength and self confidence and cause you to focus on other things than marriage problems.
Try a sample Karate class -- you might like that, too.
Your wife NEVER needs to lie for you -- why? Because you are doing nothing wrong. Tell her she doesn't need to.
You don't need to lie for your wife. If people ask where she's going -- tell them she's "on a trip" to see someone. That's the truth, NOT ALL THE TRUTH, but it's true.
Remember right now your wife is acting like a crazed teenager. If you can't afford enldess cell phone bills, then tell her.
One more thing, this isn't classic divorce busting, but perhaps you might think about setting down a boundary. I'm not sure if you have done enough GAL to do this yet, but....she can't be talking to him in front of you, or in the house whike you are there. That's complete disrespect. You aren't telling her she can't call him -- but she should have the courtesy to do it in front of you.