RaeraeH
I am so very sorry. This is a dreadful shock, and you are just in the first few hours of it now.
Firstly: you must just let yourself calm down and get used to this news over the next day or so. It can take a good 3-4 days to take it in. Just live with the new reality and let it sink in. I'm afraid you do have to do this.
As far as your DH is concerned, for now I would require him actually to look after you as you are in total shock. Others might not say that, but I think that if he is saying that he wants to have counselling, etc, then right now you should just do nothing, exist, get through these first few days.
As for what happens next, you need time to come to yourself again and take stock. You can't make decisions now (in my opinion).
For what it's worth, I'll say what my initial opinion is. As I understand, you've said you hadn't been bothered about sex with him, that he'd found this difficult, and that he refused to leave you and wants to stay together and get counselling. It will be up to you. I personally would consider counselling. People can and do get through this kind of situation. But the only way is to put everything on the table and work out what was lacking before this happened.
I cannot say strongly enough that his behaviour is unacceptable and he has blown a big hole not just in the relationship, but in your lives. Having said that, he seems to regret it. Some guys don't, they carry on with the OW, they continue to wreck things. They can only be shown the door. You will need to work out really how you feel about him, and if it is worth trying at least to unpick what's happened and see if there's a way forwards.
But right now, you need looking after. I'm really sorry, and I hope things work out. I'm sure they will, in time, one way or the other. X