I have to speak up and say I COMPLETELY agree with NOPkins on this.
You have choices here. You can choose to allow him to use you, or you can choose not to. The facts here are very plain indeed. He's having sex with you...and another woman. Why would you allow that to continue? You don't have much control over his continuing to have sex with the OW...but you do have control over whether or not HE USES YOU. Which is it going to be...USED or NOT USED?
I know you have many things you're trying to take into consideration right now...and you're overwhelmed. Keep in mind though that he will probably let this go on, and on, and on...you can put an end to it. What's his motivation for ending things yet? For that matter...what's your motivation for continuing the charade?
Why would it really matter if he knows you know about the e-mails and the phone messages? It's just proof-positive he's not ended things. In my view, he needs to be called on the carpet about it.
I remember too that you mentioned you were worried about the house. Well, if you need his income in order to pay the household bills...what about a roommate? They really aren't that difficult to come by (and I do mean upstanding people)...would that help? Get the mortgage paid for the month then kick his butt out! I know that sounds mean, but he can run to her.
I know that both NOPkins and I sound harsh, but we're telling you how we see things.
You CAN get through this, stay strong, keep your resolve...and don't allow him to continue using you.
