It looks like your husband is trying to avoid his responsibilities in a whole bunch of different areas by shifting them on to you. In the whole Thanksgiving issue, this shines out pretty clearly.
If he can't admit that his "friendship" with the OW has gotten out of hand and if he's content to live in a dreamworld where everything's OK all around, the practical effect of that is to put it all in your lap.
Why should you be the one to have to deal with the problem of the OW coming to dinner? Why should you even consider what her feelings might be about "having nowhere to go?" Why should you feel pressured to go out with "friends" when you know full well what that means?
It seems as if he would like everything to arrange itself nicely so as to allow him to keep matters stable as they are. It's a way of ignoring the consequences of his actions.
(I feel for you, because I'm had a similar experience with my wife.)
Anyway, there might be a silver lining to all of this: his sadness might force him to confront the reality of the situation. At the very least, it should motivate him to give some thought to the whole thing.
I don't really want to counsel any particular action to you. But perhaps you should come down harder on him. If you're afraid of driving him into the OW's arms, I understand your fear. But, as other folks here have told me, going along too easily might make it easier for him to drift along with (his version of) the status quo.
It's a tough pill to swallow either way. But maybe you should consider which scenario will permit you to take care of yourself in the best way.
