You are in a stalemate situation and you are not at rock bottom yet so you are still in the, 'am I right to feel the way I feel?' mindset.
This is what I would do so the truth is revealed or not and the matter is settled either way.
-Carry on with the therapy.
-Get legal advice as soon as possible. Knowledge is power and you will feel less destabilised by him if you know exactly what your rights are going forward.
-Carry on losing the weight. See this as your own private goal that is a private contract between you now and your future self but do not under any circumstances tell him what you are doing. Go really low key about it and hug to yourself that this is something that is just for you. Don't let him see you weighing and measuring, stuff like that. Do not let him see you taking extra exercise. Have a military approach to this. Proper grey rock. Put smaller protions on your plate or say you have already eaten if he queries it. Grey rock all the way.
-Go quieter when he has a pop at you. I agree with a PP to make diary of exactly what he says, the context, the result (how it made you feel, how it made others around you feel) but take it and vent to others or on here if you need to in the moment.
-Spend a bit more time on yourself than usual. More skincare, hair care, nails, stuff like that. Not enough to start him predictably banging on about your having a lover but really subtle stuff
-Project an image of a fundamentally happy person. Listen to something funny on the radio and smile as you stare into the distance. Stop and look at something beautiful and take it in and be seen by him as that you are really getting something from it. Hum and sing when you are doing the most mundane of tasks. Enjoy a good book but be visibly doing so. (Clive James Unreliable Memoirs was the book I thank for ending my previous marriage!) The same with a TV programme, 'Oh she is so good at acting'. 'That drone operator has done that before eh?' 'The stunt man earned his money that day!'
I am advising this because the result of all of the above will either kill or cure OP, a litmus test of how he feels about you and his personality.
It's all designed to get you to rock bottom if your marriage is ever going to go there. If it gets to rock bottom under these circumstances it's due to his behaviour entirely and you will have the information you need to move on without regrets.
He will see you get gradually happier, slimmer, more muscled, more content with the small things of life and developing a seemingly more at ease with yourself persona. You are looking after yourself a bit more, comfortable in your own skin and are growing an armour around yourself.
If he queries all of this it's down to the therapy isn't it? 
If he lays off you and enjoys seeing you happy, relaxed, doing things for yourself (weight loss, glowing skin and hair etc) and becomes supportive of you, great.
If it drives him to being more and more abusive to you then you have your answer. The slightly quieter you that doesn't respond as you used to to every well aimed barb will have him escalating the frequency and the nastiness of each assault on this armoured happy healthy you (that he claims to love) to the point you will hit rock bottom, you will 'see' him under the pile of red flags the size of Russia and you have what you came for. Proof he is either lovely and it's you being hard work or more likely because he sounds like a manipulative manchild you realise he is a manipulative manchild.
Wear a rubber band around your wrist or a ring to twist every time he is being obnoxious as it will be a visual reminder of your background 'smiley grey rock plan'. Do this for yourself. It will only last a few weeks or months and it will give you the answers you must have for future happiness.