Orm, forgive me if you aren't asking this, and you know I am not a believer in pushing people beyond what they're ready to deal with, but your question does seem you are.
I think he's lying. I think he's slept with her. I'm 99% sure he has, and I agree that his shock that you might even consider leaving is offensive.
He's had an affair. You were becoming severely depressed because he was having an emotional affair and you began to withdraw, and he's using that as an excuse for not cutting it dead and focusing on why you were pushing him away, but taking that affair up a notch. He's taking the fucking piss. He let you down, betrayed you, is now compounding that by lying to you so you still feel confused and can't begin to heal, and is actually arrogant enough to think if he makes enough "there there, I'm a very bad boy" noises, and "well, you always came first, sweetie" noises then it'll all go away. It won't go away until he locates his balls and starts behaving like a man, and takes responsibility for his own behaviour and the consequences. Right now, you're shouldering the responsibility for the emotional fallout. Quite breathtakingly unjust.
I think you need counselling as a couple, because he can't manipulate a counsellor, even subconsciously, because they aren't his wife and haven't years of history and love to get in the way. That's how you know he isn't lying.
The other alternative is you show him this thread, and he sees how transparent he is to people not emotionally invested in him. Hopefully, he'll see how disgusting, abusive and immoral his behaviour has been.
I'm glad you hate her. It's about bloody time your anger was directed at one of the perpetrators and not inwards, and she was palling up to you while behaving in a sickeningly disloyal way. BUT... he's her senior. Her manager. Her elder. he arguably abused the workplace relationship himself. He also abused his own boss's trust in getting her to tell people to shut it over the lying rumours, when those rumours were in fact accurate. Frankly, I think he needs counselling on his own, because his behaviour is shockingly piss-poor on all levels. How he can look in the mirror right now, let alone assume his loving, intelligent, dignified and trusting wife will remain with his sorry arse, I do not know.
Again, I'm sorry and if you don't want to dwell on all this, ignore me. But my sense is that you need to know the full story. And your gut is telling you you ain't got it. Your gut, sadly, has proven accurate. It isn't true that he's never lied openly, just by omission, because this whole thread began with his indignant denials of any affair.
I also believe the restaurant loo story, I'm afraid. It's just too weird to come out of nowhere.