Welcome to the forum!
Many of us are from small towns where we can't be "out" about our lovestyles.
As I understand it, you are in two relationships where each partner has no knowledge of your relationship with the other, and they have an expectation with each of them that you are exclusive with them. This is making you uncomfortable, because you really dislike being dishonest. Have I summed that up ok or is there something I am missing?
To me, the big question is how long you have been in a relationship with each of them? How established is it? What commitments have you made to each other? I think that the answers to these questions will very much change your possible routes in the future.
"Listen, or your tongue will make you deaf." - Native American Proverb