People do, EA -- don't do anything rash. Just calmly talk to him, but firmly tell him that YOU need transparency from him if YOU are going to feel trusting in the marriage.
Based on the evidence you've seen, I would think you would need that in order to even move forward. He's going to balk (again), and call you "controlling" and "paranoid" and try to put this back on YOU. COUNT on it.
Stand firm. Say "I know all about you and ______, and it's not only incredibly disrespectful to our marriage, but it's something you and I always agreed was a dealbreaker. I don't know how far it's gone, but what i DO know is that it's gone WAY past the line, and it needs to stop. I"m willing to work on the marriage with you, but not with a third person in it."
And then I'd give him all of five minutes to decide.
Puppy
this is top advice.... idk maybe shes really sorry, all you can do is wait a bit and see... she has to be v afraid of getting into trouble... thats to your benefit... she had a lot of incentive to end this. Your man is probably scared he'd get into trouble to but he wouldnt its HER wrong doing a person in counselling is already vulnerable, really, she is a predator..?
When you're down to nothing, God is up to something.