I am so sorry to hear what you are going through.It has obviously all come out of the blue to you,just when you had hope that things were better.
That is why you are experiencing such intense grief.It is not possible to get your head around something like this quickly.It will only get better over time.But it won't always feel this acute.That is shock.
He must have planned this for a long time - all the time he was still convincing you that things were good.So he is really not the man you took him for.That is also shocking,to have been deceived on such a grand scale.
But in time I think it will help to realise what an unkind and deceitful man he is.You will realise that you are far better off without him.And you will find someone else one day,when you are ready.
Please do as others are saying and be kind to yourself.You will always be number one to your children.Whatever the OW is to them,she cannot replace you in any way.Not even close.Her behaviour,as a home wrecker and supporter of deceit and lies,is disgraceful.They are both behaving appallingly and inappropriately.
Your response is authentic and this is important for your children.It must be very shocking for them, too .Hairstyles and treats can't hide how insensitive,selfish and mean their dad is being to you -and them.
But your children also need you to start being mummy again - for you and them.I am so glad you have good mh care.It must be scary to think ahead to being without such intense support.But you can - and must - get there.
Baby steps and kindness.Love yourself and treat yourself in the same kind loving way you will when you start to have the dc back with you.Very gently.
You can get through this.Keep posting.