Dont know what to do

So to start i begin with that me and my husband have took space as in living seperately to try and work on are marriage these last months i finally felt like we could be happy again that we could really trust eachother again as we have both made some bad decisions before we got married. I finally let my guard down and began to feel i didnt have to worry about others atleast til he finally admit this last monday that for the past 3 months he's been talking sexual and telling another female he loves her and that shes hes whole all while telling me iove you and cuddling and spending time with me. I feel so hurt and betrayed i really thought he was working on us. He says he told her its over between them permanently but then deleted all messages to her after asked to see to have closer that he really did end it. What also hurts is hes over depressed he had to end it with her and said she was too(fyi she has a fiance of her own that supposedly knows about my husband) he says all he wants is me but hes here saying hes sad he had to let her go. I want to make this work between us but i dont if i should knowing this went on whem were trying to work on our marriage.

Forgot to post the screen shots i got of some their chat on skype.

Update: find more of their conversations on his phone. Plus talked to him more and he says he was hoping id catch him ao he had a reason to stop. He said he liked it but at the same time realized he shouldnt have especially knowing it wouldnt go any further then this.