Bones, I've been waiting for you to post about the OW appearing, and sadly you have. It is all so bloody predictable, if it wasn't so awful it would be funny. They think they're all so unique...
You absolutely must say nothing. As pp said, knowledge is power.
No more 'I feel guilty' talk my love, quit that right now. Men like this will do anything to avoid the guilt and responsibility they should feel, Rather than 'own' his appalling behaviour, he will, if he's anything like my ex and countless other cowardly twunts, tell people that he had no choice because you made him unhappy. Ignore this, don't even dignify it with a response. My ex told anyone who listened that I was controlling, weak, paranoid, a fruit loop, possessive... you name it, I was it. Anything rather than admit that his head was turned and he cheated. Remember, he chose to cheat. Nothing you did prompted it. I ignored ex's comments, and everyone made up their own minds, they saw a strong capable woman who put herself first.
Get legal advice. Get copies of all important documents. Get a chain on the door and keep the doors locked with keys in so he can't just wander in.
And please, from somewhere get angry. Harness that anger into a plan. Don't be rash, be cool, take your time.
Lean on people you trust. Go minimum contact with him, He is not your friend, agree to nothing regarding separating, be evasive.
I got through similar, so did others, you can too, but you need to detach, keep your head, and I'll say it again, remember, he is not your friend.
xx