First of all my I commiserate you on living with a cruel bastard.
I'm afraid he knows exactly what he is doing, and you trying to extract some empathy from him saying you will text other men is being met with his agreement. That means he is currently very happy with the status quo.
Routing through his messages will not achieve or change anything here until he and she decide to cool the friendship off. You've asked and he has basically told you to mind your own buisness.
Very nice for a husband!
What can you do? You can go to a solicitor, get financial advice, go to citizens advice aswell and find out what you can claim, amass financial info at home and get your ducks in a row.
Things will never change until you set boundaries, he has crossed your boundaries and is fucking seriously with your mental health, that is not someone who has your back.
I'd place him firmly in the enemy camp or rival, stop wanting him to make you feel better, he is the reason you are not well and content.
If it was anyone else taking you for a mug you would extricate them from your life, he should be no different.
Get rid of the enemy, thats all he is.