I know from my end, I am not trying to hide anything from my wife. I had an affair, I ended it, but I feel that at anytime the OW could call or e-mail and my W would see it. Then I would have to explain the OW contacting me and opening that can of worms could destroy all that i have work so hard to get back. It's not a lot right now, but any little hiccup could be damaging. As far as him not wanting you to come to the gigs, it could be that he is afraid of what the other woman would do that could harm your situation. I would think he would try to find something different so he wouldn't have to be around her, but it may not be that easy.
I know it is hard, hang in there. If something is going on it will come out.