"if there was someone else surely he would have gone there?"
No because then you'd know and he won't want to look the total "bad guy" to the kids, also she might be married/living with someone too.
"I also asked him if it was a person at his works as he mentions her a lot. His response was no she is married and I mention her as we work together all day and have to communicate"
Known on mn as "mentionitis" and a possible red flag for cheating. Also if it's a work colleague he wouldn't have needed "time" outside of work hours to conduct the affair. Mine did same, always home evenings & weekends - was shagging her at lunchtimes in the proverbial stationery cupboard (just wherever they could find a free room that locked or could be barricaded).
Exs friends & family were completely shocked it was totally out of character.
Heard of the cheaters script? Noticed any of this?
Secretive with phone
Mentionitis ✔️
Adding her to SM
Making time to be with said colleague
Rewriting your relationship history ("I've been unhappy for years I just didn't feel I could say so" - bullshit)
Claiming mh issues
Gaslighting as defence
Turning it back onto you
You also need to protect yourself legally/financially. Do you own or rent? Do you have joint bank accounts? Credit cards? You need to separate yourself financially from him IMMEDIATELY so he's not spending your money on her or running up debt you could be liable for. Also because the SECOND bank thinks there is a hint of possible dispute they'll freeze the accounts.
Are there any direct debits for things that are just his coming out that account? Are you still paying eg for any subscriptions or tv packages of his that you don't use?
Seriously you need to stop paying out for anything that's not your responsibility or for your benefit ASAP.
He is no longer your friend or ally.
Also you weren't at the beginning but you are now starting to do the pick me dance - don't!
You may find this site helpful I've seen it mentioned on here a lot
www.chumplady.com/2012/04/the-humiliating-dance-of-pick-me/
Are you a "friends" watcher? That episode where Janice is caught by Joey cheating on chandler with the husband she was supposed to be divorcing (because he'd cheated on her) chandler starts out sensible but as she leaves he's physically grabbing her legs and ends up with her shoe and says she can't leave cos he has her shoe? That's an illustration of the pick me dance, that's what you're doing - you're better than that and he doesn't deserve to be made to think he's a prize catch! Even IF he's not having an affair he's treated you appallingly!
You are coping very well of course you're hurt but PLEASE sort the finances I don't want you being blindsided