Oh honey, I'm so sorry this happened to you. And it must feel like the ultimate betrayal because for the last two months he's been treating you like a princess and you were just so damn happy. And then you got completely blindsided, and all I can say is, it was decent of The other woman to message you. She didn't have to. I don't think she was doing it to hurt you, maybe she found out that she was being too timed also, not every other woman is aware that they're The other woman when they meet someone. If this had happened to me, I would have tried to contact the other woman as well, just to warner. In case of stis, or just because it's a massive problem to have a partner who's secretly seeing someone on the side.
I don't think you should continue with this fellow, even though you've been invested for 2 years and he treated you amazingly for 2 months he was only treating you amazingly because he was cheating. He claims nothing physical, but emotional cheating and physical would have been next. 2 years is a long time but, hopefully you're not married, and you don't have children. Take it as a life lesson, and move on which of course is easier said than done.
As for your symptoms, yeah. Your body is in shock. Whether or not your heart and your mind can deal with this call me your body is going through a fight or flight response right now. Probably you've got an elevated levels of cortisol which is a stress hormone, and adrenaline which is another stress hormone, you probably have a headache, you probably feel like you've been punched in the tummy, maybe you can't sleep, maybe you can eat, maybe you feel weak and horrible all over, these are all responses that you're body is having to a perceived danger.
I can't say what you're going to do, but I don't think you should stay with this person, but try your best to get a little bit of exercise, to drink lots of water, to do something kind for yourself, something that makes you feel good, when you're going to eat, eat well, make sure that it's nutritional and not junk come even though sometimes junk might make you feel better, try to stay away from alcohol if possible, treat your body with kindness because it's gone through a major shock. Unfortunately, it might take a while before you feel better. Even if you know in your heart and your mind what you're going to do next, and I'm not saying that you do, it's going to take your body longer to settle. All you can do is treat it with as much care as you can during this time. I'm so sorry you went through this. Such a betrayal.