I think that's probably a good solution you have found. I was thinking about what you said about your past, and I was wondering if maybe, because you have a history of feeling abandoned, you might be so worried about it happening that you, consciously or not, cause it to happen?
Sometimes, it's easier to face something terrible happening when we provoked it than wait for it to happen.
However, the fact that you're willing to work on it in your own way is very good, I believe. It might be "easier" in some way, to break things off with your girlfriend to prevent hurt later on, and harder to try and work things out and build confidence with both of them.
Having both of them to support you and work at your pace should really help you. There is no knowing how long it will take or if you'll ever get completely over things, but it's very encouraging that all three of you are trying to make the most of it and not turning against each other or getting bitter.
It's also a relief that you didn't go the route of "I'll break up with her so you do, this way it's fair". That kind of thing always makes me cringe, and the person who gets hurt the most in such a situation is the third, who is left by both parties, so I'm glad you found a different solution.
I wish you a lot of luck working on this vee together and seeing where things go.