Thank you all for your input. Here is some follow up information:
1.) Yes, he agreed to close the marriage because I said that was what I needed in order to heal the damage to the marriage. I am going through abandonment issues that stem from childhood that I thought I had dealt with years ago only to find out that I just disassociated them. Now they're back and on steroids. I feel emotionally abandoned by him because he is unable to support me emotionally right now. He feels like he's been toyed with by me because I said we should try this, and then I had to stop, and then in therapy we agreed to try again, and then stop. He is frustrated because of the 'yes,no,yes' dynamic. This I uderstand and respect, and am trying to get over my issues.
2.) No this other woman has not done anything disrespectful or hateful to me. As a matter of fact, she has been kind and sincere. I know she doesn't deserve to be thrown out like yesterday's trash, and I am making painful steps toward not seeing her as a threat to me.
3.) I do very much feel like their relationship is an emotional affair. I understand though that my actions and things that I have said to him have pushed him in that direction. I reacted in a childish way when he tried to open up to me about how excited he was to have this new friend in his life. I was jealous because I thought if he loved her, there would be less love for me. I know in my head this is not true, but that fear of abandonment is crippling me.