The Don't-Ask-Don't-Tell agreements and the general aversion the other two women have towards polyamory is of concern to me ... and yes, I think he should have volunteered the information sooner, not have to be prodded into it by you. My advice would be to walk into this with tiny steps, and to moderate your expectations. I am reluctant to tell you what to do or how to feel, but I probably should have spoken up sooner.
I hope this will have a happy ending for you, one way or another.
Love means never having to say, "Put down that meat cleaver!"