Please listen to brandnewday as the advice is excellent.
When the bomb was first dropped on me, I just kept "spinning". I couldn't make a decision on anything. I do laugh now at some of the options that I was considering for my future. Thankfully, I didn't act on most of it. The one decision I was capable of was simply not to decide anything at that time.
H presented me with a settlement agreement. I sat on it for two years because my initial reaction was revenge. And I simply didn't want to mirror my H's behavior and go down that road. He also owns his own business, and I know there is some fishy money moving going on so I do understand your situation here.
Be still. Breathe. It is hard, but you just have to feel the pain now. It is part of the process that you have to go through. Yes, protect yourself financially. But a good attorney can do this without the divorce action. And times will be rough. But it will get better if you focus on you...give yourself some time to grieve and heal. This won't happen overnight. And while this is difficult, don't focus on him....what is he doing now, why did he send this message, is there a chance, etc. You have no control over him and what he does. He will go through this whether you like it or not. So let him deal with it and let the OW have the joy of being with this selfish, rude stranger. You don't deserve that.
BND is right. This (divorce) is not a game. All aspects of it are devastating, and as such, everything should be thought through carefully and if you aren't at a point right now where you can handle it (and most aren't this soon into it), just let it sit for a while. There is no harm in that.
Finally, I do believe that you will know if and when the time is right to let go of the marriage. I do not believe in divorce and do not want this. But I will be divorced within a week. I did everything that I could to not be divorced, but now accept and understand that I could never reconcile with my H. My final straw was the affair with my (former) good friend. The affairs during the marriage were not the deal breakers, but the friend...I knew I was done.
Re-read DivorceBusting. While the book is about saving marriages, it is also about saving yourself. That is what you should be concentrating on right now because you do have control over this. Don't respond to his texts or emails, especially when they are so messed up. They are a waste of your time and you don't need to give him or the OW any more mind space than you already do.