Well done for taking your key back, and for telling him how things are going to be from now on (see, you are strong!).
It's great that you are taking back control, though this is when your ex will realise what he's really done to his life, and you might see some changes in his behaviour towards you (he's had things his own way for such a while now, the change will be a shock to him).
If you've got some time off work, why not change a few things around the house? Move some furniture round, paint a wall or two, box up some of his things and put them in the loft/garage. The act of doing something will serve as a good distraction for you, the kids might enjoy it, the physical activity will help you sleep at the end of the day, and your ex will start getting the message that things are moving on in your and the kids life without him.
Lastly, I would suggest you try to forget the smaller niggles, such as him not being there for the kids first day of school. The reality is that many wonderful husbands and fathers won't be able to be there either, and you need to focus on the big things. I say this for two reasons, 1) he is going to make loads of errors in this transitional faze, and you can drive yourself crazy stressing about them all, and 2) you are going to be having conversations with the wider world about your situation now, solicitors, friends, family, and you always want to be seen as the reasonable one, As he may well try and paint you in a very different light (to make people believe he was driven away, and none of this was his fault), so don't feed that flame with things that could be justified from his side (I.e. " Steel chic was trying to force me to miss this important business meeting to go to the dc's first day of school, but if I had I would have potentially lost a contract, and then my job would be in jeopardy, and who would pay the mortgage then... Of course I wanted to be there but I just couldn't reason with her about it, it's all so hard for me...)
The facts are 1) he cheated on you 2) he set up home with another woman and pretended he hadn't whilst still maintaining the illusion of trying to fix his marriage 3) he got another woman pregnant, and tried to hide it from you, but was found out.
The rest of the nitty gritty you can spill on here to your heart's content, and/or pick one or two trusted friends to support you through all the daily rubbish he will land on your doorstep.
Lastly you are doing a wonderful job for your children by holding it all together, so do allow yourself some credit for that. Do try and get some real life support, as you're going to need it, and do try and get some time when you can be you, and not "mum" or "ex-wife". This is the time to start rediscovering what you want from life, and I'm sure you will move on to great things.
Take care x x