Sorry to hear your story but it is quite familiar. I can't believe, but can relate, to how long it has been going on.
Some of the things you are doing seem to not be working very well. I would coldly analyze those and choose a better course of action. I would start expecting her to lie. Stop engaging her. Pull way back. Guard your heart.
The best thing you can do is to detach from her and start to forge your own path. Find yourself again, find new hobbies, work on self improvement. This is called GAL. This will help clarify what is happening in your world.
Your therapist sounds horrible. I think a lot of them are more concerned with their worldview than actually using CBT (the only evidence based therapy). How could your W be "just friends" with an affair partner? I mean really it's a wonder how this person is practicing. Have you ever noticed when someone tries so hard to convince you of something, that they are in fact lying? The truth is right before your eyes. Unfortunately our emotions can guide them astray and that is why we detach. You did nothing wrong in uncovering this affair. Nothing. Get your mojo back immediately if not sooner. You got this.
H 34 W 29 BD 3/12/18 Divorce Busted Spring 19
It is not things that bother us, but the stories we tell ourselves about things.