You know, you might want to do some homework on the financial aspects of divorce in your state - you might be surprised that you would come out a little better than you think. Knowledge is power.
AS for the threesomes - as you've seen, accommodating his fantasies did not make things go away. You shouldn't feel pressured into doing anything that you don't feel comfortable doing.
Would he go to a marriage counselor with you? Someplace where someone ELSE could tell him he is being an unreasonable jerk???
Sometimes I think these midlife males get into these porno-type fantasies because their testosterone and libido are starting to flag, and the excitement of the weird stuff gives them an extra "boost". Does he have a history of depression? Is this new and unusual for him, or did he always have kinky fantasies?
You shouldn't feel pressured into doing anything that you don't feel comfortable doing.
