I'm confused about why J doesn't want to associate with you at all anymore (as a friend or even as an acquaintance). Did you and J have a falling out for some reason? It seems to me that the two of you got along well enough at one time.
You and DH are perfectly free to experiment together on the dating scene, of course. Maybe you'll find separate partners, maybe you'll find mutual partners, who knows. In most cases I think it's a good idea for everyone to be friends with everyone (even those who aren't romantically involved with one another). But I've known of situations where that just couldn't be the case.
It's bound to help if you and your husband continue to communicate often and well, and, communication is a skill that everyone can improve on at anytime; it is a lifetime endeavor.
As long as you and DH agree on what to do, then you are free to proceed. Just make sure you also show as much consideration for J's thoughts and feelings as possible.
Hope that helps,
Love means never having to say, "Put down that meat cleaver!"