Sorry to hear you've had a rough time. But it's not worth losing a good job over. As other posters have said, all you have to say to him at work is... 'Is this related to work? No? Then I'm not interested. If you harass me at work I'll be going to HR'.
Don't bother going for a coffee with him. He knows he's been a twat, you don't need to keep repeating yourself to a twat.
Tell your manager (or HR if you have HR) - not any major details, just that you and him were casually dating, he told you him and her were divorcing, you've discovered that's all lies and you've ended things like any decent woman does, and you're just giving management/HR a heads up, in case things get awkward or he tries to damage your reputation at work.
I'd think about telling his wife, too. Just so she knows. Not in a spiteful way, no gory details or such, just 'apologies for being the bearer of bad news, here's the situation, just want you to know I had no idea you were still officially together, I've ended things, and won't be listening to any more of his nonsense'.
And well, just dust yourself off and crack on.
Yes, you feel like a fool, but we've all been played, in love, to some degree. At least you know you've done the right thing ending it as soon as you found out, and no, you wont make the same mistake moving forwards.
Hope you managed to get some sleep x