They need to deal with this first before you get much more involved. I've had a pretty similar experience. I was seeing him and he had a long distance gf that he didn't tell me about. As soon as I found out, I contacted her directly and talked about it. She was not okay with us being together although he was trying desperately to get her to be okay with a poly relationship with me and whatever. In the end he said he wanted a future with her because she can give him kids and family and I couldn't do that for him. That seemed like an easy enough answer to me. I broke it off with him. It sucked, he was my first poly relationship but whatever. Honestly, he wasn't that good of a catch anyway.
Now she is up here. I like her a lot and I'm still friendly with my ex, but I laugh to myself because now that I see him with clear eyes (not in NRE) he's rather a loser and I feel like I cheated myself for having something with him to begin with.
So yeah. I'd say break it off and let them deal with their crap. There are plenty more fish in the sea and this one probably isn't nothing more than a sucker in a trout stream.
Me: 30. New to Poly but previous swinger for roughly 4 years. Married since 2008 but together since 2007.
Husband: Mid 30's. Swinger.
Boyfriend is a Muslim and we're in a LDR since July of 2014.