It's going to be hard, but you are going to have to learn to be alone in a healthy way for yourself. I'm sure you hoped that your husband would take the impetus to change from your ultimatum (please correct me if I misunderstand that's what it was you gave him), rather than choose to leave.
I think you have to look at the world of possibilities this is going to open up for you rather than worry about if the choice was a bad one. For better or worse it sounds like it's already been made, so go into it knowing that it is for the best. Would you really have wanted to stay if he wasn't making the choice to change along with you? A person who does not support you is only going to drain life from you in the long run. As hard as it is to see now, you are going to be better off. If he changes with some time and some perspective, and seems sincere in that, you can always re-visit that relationship. but if he stays as is, you can do better for yourself, even if that means some lonely and hard times in the immediate moment. Keep your eye on the long term.
Whether this new relationship has "long-term" written all over it you will probably find out rather quickly. But your long-term happiness will not be dependent on that relationship. It will be dependent on you alone. As tough as it will be, look to other friends for support or you will risk suffocating the new relationship with your needs. If you can be strong and give just as much back to her as she gives to you, she will have no reason not to stay. So take care of yourself first.
I wish you the best of luck in dealing with your situation. Be strong!