I can understand what you're going through. I'm in kind of a similar situation as my fiancee still sees her former lover that she's had on and off since high school, and whom she sees once or twice a month. Like your situation, the FWB is a very good friend of ours. I went into the relationship saying I was OK with that and being supportive of it, but it has taken me a long, long time to work out my innermost jealousy and insecurity about it. The truth is, that's who she is and I won't change it, and accepting it makes our relationship stronger. Doesn't make it any easier at times.
PM me if you would like to talk.