So sorry OP.
What a hugely traumatic set of revelations. This is like the sort of thing you watch on Netflix - and I don't say this to make light of what you're going through; I say it because it's that batshit crazy, but I know full well that when you're entrenched in a situation, it can be very, very hard to comprehend just how mental a situation is. It's like, you know it's BAD, but it's also confusing because it's actually your life, and how can this be happening, and of course there's always the element of "but he's so great in so many ways too"!
You know there's only one way out of this, and it must end.
You will never trust him again (nor should you).
It's terrifying how some people are able to not just do the actual telling of these sorts of lies, but also do so, so shamelessly - this is not love from him to you.
This is what it is:
It's control. He's completely controlled how you see him - it's a fabricated reality; control isn't love. You need to go through a horrible process of not just grieving the loss of a relationship, but grieving the loss of a personality who never existed.
He "needs your support through this". What sort of bullshit is this! Does he not understand how his lies have blown apart your world? Or does he simply not care? Either one of these is a sickening representation of how out of touch with reality he is, and shows nothing but an astounding lack of empathy. It also reeks of one of the most damaging aspects of patriarchy: The woman must be a source of support and comfort for a man, even when it's at the expense of her own well-being.
He wants you to partake in the lying now! Utterly absurd.
You no longer owe him anything, but you owe yourself freedom from this awful fucking man.
Agree 100% with posters that suggest getting a good therapist. I'd also consider chatting to Women's Aid, they will give you really solid advice. You may have only been given a taste of the extent of his lies, given how easily he has lied, and seemingly without feeling shame or guilt.