There are many issues here. The most significant being him.
He had an affair. Whatever else happened, he slept with someone else for a prolonged period. Some relationships survive affairs, although no relationship survives one without two fundamental things: 1) that the person who was cheated on can forgive, to a certain extent, and 2) that the person who cheated acknowledges that it was an unforgivable thing and it has caused huge pain to their partner.
You may have forgiven him. It sounds like you've tried. You've accepted some blame for the relationship being damaged, by your previous behaviour, which may or may not be true. You've taken him back.
He doesn't appear to have done his part. He either doesn't know, or doesn't care, how much he hurt you, and how vulnerable that still is. Did he know she was pregnant? It seems unusual to message a married man that has gone back to his wife to say that you've miscarried if he didn't know you were pregnant... but anyway, he needed to tell you in the most compassionate way possible. He needed to make sure you were looked after and prepare himself for your anger and hurt, because the pregnancy was another result of his infidelity. It is another thing that HE did, that YOU suffer for.
There is no way on gods green earth that any caring man would expect "friendly support" from their wife, on hearing the news that his mistress had lost their child. None. You cannot give that support - you need support from him, in fact, because he impregnated someone else. Telling you infront of your three year old was either a sign that he didn't care enough to even think before he mentioned this, or that he wanted your reaction to be tempered by your son's presence. Rather like breaking up with someone in public so that they don't cause a scene.
So, he has an immense amount of making up to do, and to be honest, if he doesn't do something that shows that he does love and respect you, and he does care about you, I'd be packing your bags... or his. You cannot save a one sided relationship, and he will never consider your feelings. The next time his head is turned, he'll have no more restraint. I know you don't want to hear that, but it's better to hear it now than have it come out of the blue.
Next there is her. Do not respond to her. Do you know if your husband did? I'm surprised they still have contact. Is he comforting and supporting her through this? Regardless, don't be tempted to contact her. If you can, stop checking up on her on social media. She is a very easy target to offset your anger on, it will need an escape, and she did something despicable. She isn't your problem, though.
For you, you need space to let off steam and deal with the initial trauma, and the associated pain that this will bring regarding your wish for a second child. Then you need to make some hard decisions based on him, rather than how you currently feel. You will miss him, if he disappears, and you may have had a good run together. If it isn't good for you anymore, though, you're both delaying the inevitable and you won't find peace. You'll have to be permanently "on guard" incase he sacrifices your feelings for hers/someone elses/anyone. If he isn't on your side, he's against you, even if you love him.
I am so sorry for what he has done. I do think you can generally get past affairs, if both people want too. He's expecting to have an affair, then wait for you to heal it, and then have you support him when OW miscarries. If OW had had the child, would he have expected you to facilitate that, too? To have conversations with you about the name? He's made no effort. This was his error. He needed to put a hell of a lot more effort into healing it.
Sadly I suspect that he thinks you would never leave. That having him, even if you have to share him, is better than being without him. That's a dangerous thing for him to think, even if it's true.