Thanks for your responses! I don't have a lot of people IRL I can talk to about our relationships and I really appreciate y'all taking the time to write to me.
Unfortunately, never seeing Sigma at all is not a very realistic option; we both belong to some of the same clubs and volunteer organizations independently of each other and it is not possible to go to regular meetings and social events without seeing each other there from time to time. I'm not willing to give up my own involvement in those groups to please her, and I can't expect her to stop showing up to please me. It's especially rough for me in that I've only lived in this area for a few years, grew up in a completely different part of the country, and she's lived here all her life. Most of our mutual friends have known her longer than they have known me. The various organizations I belong to here are an extremely important part of my social life and losing half of them in order to avoid her would be absolutely terrible.
Rho and I already have an agreement not to bring other partners over to our place without each other's permission, thankfully.
I spoke with Rho at some length tonight about all this stuff. We weren't able to decide on much but at least he really seemed to be listening this time. Tough stuff is a lot easier to bear when it isn't compounded with feeling unheard by a significant other.