Holiday weekends being busy and all that!
I don't have much useful advice, I would be pretty upset and probably a bit paranoid if two of my partners started seeing each other without saying something ahead of time (like oh hon, I thought Denise was interesting and we're going to meet up for coffee alone tomorrow) and even think if they were just friends and not your lovers, I'd think one of them would mention it to me if I was in regular contact with them. It is unfortunate it happened that way, as it now puts you in the position of feeling possibly quite more unsure about the situation than you would have otherwise.
Do you feel its been explained to your satisfaction WHY it happened that way, or do you feel there's been hedging about it? Are you content with what Tyler said?
I was also wondering if either of them have dated other people while you've been together, and if they were more forthcoming about those new people than they were in this case. Obviously my worry would be that they had discussed me & decided that I "couldn't handle" them liking each other. That would piss me off if it were the case, and would make me nervous that they would choose lies of omission over honesty. I would also be pretty uncomfortable to think of the two of them discussing a potential three way dynamic with me in the future before they'd even mentioned to me they were interested in each other.
Anyway, it does sound like things may change more with Denise if this happens, since that is the relationship you feel has more work to do. And it does sound like its possible this would end in one or both relationships for you since the situation is making you withdraw. On the other hand asking for it not to happen would likely result in a worse result that you'd feel bad about yourself because of, at least keeping out of it will make you feel like you're acting with integrity.
I am guessing what I would do is say "I'm not thrilled about you guys dating but it's your choice to date who you like. I would like to keep the relationships separate because I did not enjoy the dynamic of the three of us hanging out. I also would prefer you guys don't discuss private details about you and I with the other" That would be honest but not hypocritical, and draw boundaries I would be comfortable with.
Not sure any of that helped but I hardly got any sleep last night so I don't expect that it did