First off, I'm really sorry to hear that things turned out this way. It's not what you agreed to, and that super sucks.
I have a couple questions that might help assess the situation.
Was opening up your idea or his? What about the boundary of emotional exclusivity? You say she's been there pretty much since you opened up. To me, that sounds like he'd already met her and was using this opening up stuff as a pretence to validate his relationship with her.
Did you get married before or after you opened up the relationship? You say he dislikes confrontation. Could it be that he was too scared to tell you what he felt, so he did the unthinkable and married you when he wasn't 100% committed?
The texts you uncovered are pretty conclusive. If he's the type who can't maintain multiple romantic relationships, then he's just being a big chicken-shit by dragging you along. How you choose to handle that depends on your personality. I'm confrontational, so I would probably tell him upfront that I read his text, and that I expect some answers.
In my opinion, you shouldn't feel guilty or shamed for snooping in his phone. The fact that your fears were validated reinforces my opinion. Frankly, you should never have been put in a position where you felt the need to do that. I don't think partners should keep secrets from each other.
And then I would probably leave him. I wouldn't give him the chance to explain, I wouldn't offer him the opportunity to break-up with her and come back to me, I would just pack my bags and go. 8 months is really nothing when it comes to a marriage. This situation isn't likely to improve. Are you going to feel any better about leaving when it's 8 years and not 8 months, and if he's not still with her then he's doing this with someone else?
“As I am sure any cat owner will be able to tell you,
someone else putting you in a box is entirely different
from getting into a box yourself.” —bisexualbaker