Very strange situation, but from a Man's perspective I would say your H doesn't have any designs on OW other than what he's telling you (Friends). A Man doesn't generally refer to OW as a "friend" if he has intimate designs on her. I'm not saying a Man isn't a friend to his lover, but there is a different type of friendship between a lover and just a female acquaintance in Man thought.
I'm saying this hypothetically, but if (as a man) I was going to cheat with OW, I damn sure wouldn't invite my W with us to dinner and would try to keep the two of them as separated as possible. I'm not the cheating type but just being true to my instinctive nature as a Man, I'd say you need not worry about this OW. Your H is being to honest with you to be setting the stage for an affair. It is constructive that your re-assessing your relationship at this stage though. I wish I would have been more pro-active.
"It is curious that physical courage should be so common in the world and moral courage so rare." -Mark Twain
