@billy1966 is spot on!
He has behaved in a childish and emotionally manipulative way. If my DH did this I would seriously be wondering about the man I had married.
And if he really and truly thought there might be a danger, then he should have stopped with you to make sure YOU were ok, even if he wasn't worried about this woman and her child. He either doesn't care or knows there isn't anything to worry about.
This woman must have been desperate to call on an acquaintance rather than a friend or family - perhaps, as a PP has suggested her husband has isolated her from friends and family.
There is no reason why her husband should turn up at your house - your aren't "friends" i the intimate sense of the term - you know each other from work, that's all - and this may be why she chose you, so that no-one could accidentally betray her presence. She must be in an awful state, poor woman, and so must her DD.
I'm so glad that you were able to keep her safe overnight. As others have pointed out, though, you may have to make it clear, in writing, that she can't stay with you even another night or the council won't do anything to re-home them.
I don't envy you, though, having your eyes opened to this new side of your DH.