The OW will only want reassurances that you aren't going to tell her husband. Preserving her marriage and lifestyle will be her priority. Personally, I wouldn't speak to her, what is there to say? If you do decide to speak to her...give zero information away, because she'll be on the phone to your husband, the minute you put the phone down! As for her marriage, I certainly wouldn't reassure her that you won't tell her husband. A generic 'It's been a huge shock and I need time to process it' will suffice.
If you're in a position to do so, I would book a flight home. Leave your husband a note and head to the airport. Staying means, having to listen to a lot of self-pitying, bollocks for 2 weeks. Your husband is a man-child, but he's a highly manipulative one, and if he senses he's loosing his grip on you, it's possible he could turn nasty. He's perfected his persona around you, 'little boy lost', but actually he's manipulated you into doing absolutely everything for him, and always prioritising him and his needs. He's actually controlling, and controlling, manipulative men, who suddenly realise they are loosing that control, can become unpredictable.
The fact he refused tests, prior to going though fertility treatment, speaks volumes. He either is hiding something? Doesn't really want a child? Doesn't want a child with you? Or couldn't bear the thought of him being the 'problem'?
Don't cover for him. Tell his parents. Tell your own. Please remember, your husband is no longer on your team, he doesn't have your best interests at heart (and in truth, probably never has). His parents maybe utterly horrified by his behaviour, but they are his parents and will ultimately stand by him. Don't tell them any of your inner thoughts or plans.
You don't have children with him. As much as that might hurt, now knowing what you do, that's a blessing in disguise. Once you divorce, you don't have to see/have anything to do with him again. Imagine trying to co-parent with such a person?