SOLOST: I'm yet another stalker of your thread, and had to put my 2 cents in...
You are AMAZING. I don't know how I would cope if it were me in this crappy situation, but you're clearly incredible, and you should never forget that!
I also want to add that your excellent "therapists" on here are ALL right about your husband, and his manipulations, and the danger of bringing the blame solely to the doorstep of the OW (not that she isn't a total and utter bint for her role in this - she IS).
The O2 trip needs to be taken as though you're going on your own to see your daughter - make all provisions for yourself and your child, and if your H decides to come, it has to be off his own back, with his own arrangements so that he can't blame you if he suddenly decides not to rock up for some reason.
I would also seriously consider formalising visitation/custody arrangements. If you don't want to limit unduly when or how many times he can visit, then put something in writing about him being able to see the kids whenever he wants, provided he gives adequate notice (maybe 3 days) and provided the visit takes place in neutral territory (i.e. NOT in the house that you're trying so desperately to make a home that doesn't have his presence, or indeed in the loveshack he's set up with the cow).
I also agree with changing your mobile number - if the kids have mobiles, he can contact them individually. If he needs to talk to you, he can call on the landline (leaving message if you're out) or email you. There is NO need for him to have direct access to a personal number for you, and CERTAINLY no need for him to be texting you outside of "office hours".
I would also like to add that, while I try not to be a generally sweary person, your H is total twatfest, wanker and knob and you are WELL out of it. 