I'm sure my reply wont be as well thought out as everyone elses as I'm kinda tired.
I think you have a few choices to make...
The big one that seems to be looming over your head is stay or go. And I understand that one completely.
I read a book once, too good to leave, too bad to stay
and although I dont adhear to its all or none philosophy, it DID help me sort out my feelings about my ex and eventually led me to leaving him. I think you should check it out. Its best place, in a poly relationship especially, is to help you sort out your feelings, so its not a perfect guide by any means and its written for monogamous relationships quite heavily.
Closing your marriage is not a good idea, you both will feel resentment and it will lead to a definate "go" eventually. You want it open, he wants it open, you just need to work on communicating your boundaries and reestablishing your agreement.
Same thing with insisting he ends it with her, it will lead to resentment and guilt.
However, I DO think you need to confront him on this, and find out where he is NOW, since that could have been NRE talking or even come from something she said or he thought she wanted to hear. Maybe they talked after and she didnt want that. Or maybe they did and they have secret plans to run away together in January. You cant know unless you talk to him about it.
No matter what happens, you have to think of YOUR happiness, not what others think!