I'm ridiculously late to this, I am so sorry that you have had this happen to you!
You say you are a hot mess atm with therapy, of course you are love, you have had rugs pulled from under you, you have been betrayed and had your sanctuary defiled by him and his OW.
Added to this, he's monopolising heartbreak so you are not even allowed to feel upset.
times like these I miss @WhenWillIFeelNormal. She would say to you that the ONLY way for a relationship to survive an affair is when the cheat takes full responsibility for their actions, when they are 100% transparent and understanding that the trust has gone and that they will be asked to prove themselves over and over, that there will be questions and anger and tears and that you, the betrayed, absolutely have that right to do so for as long as you need to.
He didn't chose you, you know this, he got dumped and is STILL rubbing your nose in it. I agree with those who say to block him, go cold turkey and stop contact and focus 100% on you and your wellbeing at the moment. If you are wondering what things to do at weekends, look into local sport centres perhaps, swimming is my go to place because it blocks everything out, cos I'm too busy working on technique, speed etc. It's not for everyone, but just doing anything releases endorphins and that's a good thing :D
You are going to be ok, you are going to be BETTER than OK. You got us and we're always here, 24/7 if you need it.