The truth is that your M is on the rocks. If it doesn't survive then at least you will have regained your sense of you and your self respect. No R is worth giving up those two things.
You haven't made it worse. How could it be worse than him seeing another woman and coming home to cuddle you at night?
He probably hoped that he could have both women for as long as he needed to decide which one was his best bet. OW is an unknown, she might not work out after all. He might find himself with neither. Tough.
Proud of you Kirsty. Stay strong. Scream and cry into a pillow. Look after yourself and the kids. Leave him to face his actions and his demons.
