I'm glad things are moving forward! Especially the fact you both are attending counseling. Kudos to you both!!
As far as your H working on himself... if you recall, there are numerous posts about the "alien" within spouses who walk away. You've also heard myself and other say your H is just as confused as you in this whole ordeal. The final piece is the amount of guilt he has inflicted on himself and his family. By far the guilt is the heaviest burden. He has a lot to discover, anylize and correct. Offer your support and understanding. Be his closest friend and listen to his thoughts, build his trust and yours by talking through the issues. He will respect you and you will begin to trust him, both key components to a healthy marriage.
As for the OW. Print out some of her threatening txt and e-mails and then block her on your cell. If she continues use the printed material to legally remove her from your personal life. You are in control of who you give access to your numbers. USE IT! Your H should also respect your request to stop all contact with her. This is part of building trust. She is displaying her true colors. It is pretty pathetic behavior. Do not give her the satisfaction by responding to her rants. When you do, you transfer some control to her. By ignoring them you retain control and display your dignity. Take the high road, you're winning, refine your approach and you will succeed.
Finally, I want you to know, YOU are the one who has traveled this road and YOU are the one who should be proud of your successes. Your H has followed your lead. Be proud Sandy... be very proud!!
