Confront husband, OW, or both

The options I'm choosing from will be at the bottom, because it's a really long story. My husband is cheating. I have to confront him in order to clear up things with finances, and handle our business affairs.

Back story. We've been together a long time. We had a lot of issues, but recently, we had fallen in love in a way I didn't know was possible. It was perfection. He found out about something I didn't tell him about and flipped. He said he could trust me and he stayed out till 3am. I asked him not to go to another girl, especially if he was angry with me. He swore he wouldn't do that, he just needed time to think. He stayed out till 3 am every night for about 5 nights. The last night, I asked him if there was someone else and he admitted that there was, but he wasn't going to sleep with her because he was married. He left that night.

It's been about 2 weeks and he says he has feelings for her, but they're not going to sleep together because he's married. He isn't sure if he wants a divorce or not, he's sorting out his feelings. He wants to do the right thing.

I asked if they were dating and he said "no we're not. It's just a possiblity if we get divorced". He still isn't asking for divorce because he doesn't know what he wants. He loves the purity of our relationship and that I'm completely devoted to him.

I found out via her social media that the night he said he couldn't trust me, actually while he was on his way home, she posted that they were "finally official". He had been seeing her for a while, and all her friends knew it. He used the one thing wrong I've done in months as an excuse to leave me for her.

He is still talking to me like he might want to get back together, but isn't sure what he wants. I have no way of knowing if she knows about me. I know she has self esteem issues and is suicidal. I know they go to church together. She posts things like #praystogetherstaystogether and that has her hero and reason for living.

Meanwhile he also wants to be those things to me.

I'm not doing anything until after Christmas. I'm going to get dolled up and be all the things he loves. I'm going to make him realize all the things he's missing out on and what he's about to lose. He's going to want me back. No matter how mad he gets and wants to leave, he always comes back because he knows I'm amazing. However this goes down, I'm going to do it calmly, classy, and with grace.

I need some details, because I don't want to be curious the rest of my life. Also, I need to get some financial matters worked out and taken care of. So these are my options:

1) Confront only my husband. I want to see how far he's willing to go with all his lies, but I also need to figure out our finances and other matters. He is going to absolutely freak out when he realizes I know the truth. He thinks he's being slick and buying time to decide if she's worth leaving me for.

2) Talk to the other woman. If she doesn't know the truth about him, then I feel truly bad for her. She deserves to know the kind of man she's planning her life for, because he isn't going to be faithful to her. If she does know the truth and doesn't care, then she deserves him.

3) Talk to them both. I can talk to either one of them first, or just show up to their church where they are a loved couple. I'm genuinely curious about how they feel about adultery. I'm also a bit concerned about how he's going to react because I know he's going to go ballistic when I call him out. I don't think it's fair for him to be able to live comfortably in his lie.