Ok, here's what I'm getting, please correct me if I'm wrong:
She cheated on you for several years. You found out about it four years ago. Instead of calling it quits, you worked together...and she introduced you to the guy and you had some threesomes.
However, except for the week before he arrives, she is very depressed/anxious/etc.
If I were you, I'd say, either be happy with him and with me, or you can move on to be with him.
Don't put up with being her bitch when he's not in town.