Consider whether holding the weight of his secret is healthy for you or for your children. I'm of the view that family secrets (especially big ones like this) can do substantial damage to children and their ability to trust. Because they will always find out. Always. And he shouldn't dump the weight of this on you.
As for him threatening suicide if people find out he's gay? What disgusting manipulation to try to dump this on you. If he threatens to kill himself, call the police, which will either (a) get him help he needs or (b) call his bluff. (My guess is that it's (b), but serious threats like suicide deserve serious intervention.)
As for him dating a woman, don't look back on yourself and question whether he's not straight or you were an inadequate wife. (HINT: He's not straight, and you sound like a saint for putting up with this.). He's a coward, and cowards love the closet. Actually, he's being pretty damned impressive in keeping his Family #1 in the closet while dragging Woman #2 and her entourage into.a new closet at the same time.
You probably know what you need to do. This isn't your fault. I'm so sorry.
