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-What are your ages?
-Did you know he was seeing this woman when you started the relationship?
-How long has he been with this woman?
-How old is his daughter and is the daughter with this woman?
-Does he live with this woman or do they live separately?
-Could you explain your situation a little more?Thank you again for trusting us with your problem. Please reply as soon as possible so that we can finish answering your question.
It seems as though he is having his cake and eating it too. You have to discuss your concerns with him and ask him to be honest about his relationship with Wendy and how close it really is if he is afraid to talk to you when he is with them he may have more of a relationship than he said he has with Wendy. It's really important that you talk to him but it is really up to him if he wants to be honest about his relationship with Wendy and if he doesn't want to lose you then he may not be telling you the truth about that situation. I don't see where he would take her to Colorado with him if they are just friends unless it's for the daughter's sake. To be honest he may be with you because you make him feel young again seeing that you are only 26 years old and he is 51 years old he may think that his daughter will be angry with him to find out he has a girlfriend almost as young as her, this may be what is holding him back from becoming serious with you. He may have picked Wendy because she is more his age and the daughter is used to her but you have to voice your concerns about where his and your relationship is going so that you do not waste your time on something that may never be.
You need to ask him the extent of his relationship with Wendy and ask him to be honest and that you deserve the truth and tell him how much it bothers you that he does things with her and not you, if you do not talk to him now he will only think he can continue this behavior and you will not care.
It seems as though you have given up more than he has and he has had to give up nothing. This is all the more reason to ask him for the truth and tell him everything you have had to give up for the sake of starting a relationship with him. Are you sure that you can not resolve things with your husband? It doesn't seem fair for you to give up so much and his life continues on just as it was. It's never a good idea to try to keep someone that doesn't want to be kept and also it's not a good idea to try to keep someone out of fear that their secret will come out, he could turn the tables and make you seem like you were stalking him or that it was a one sided relationship on your part. You have to be very careful how you handle this and not try to sound like you are trying to be controlling or pushy. Ask him to tell you where things are headed as far as the two of you are concerned and that you are asking so that you don't waste anymore time and you can move on with your life if need be.
In the long run it's your decision to make as to your future just make sure you don't end up being the other woman the rest of your life and listen to his excuses about why he stays with the other woman if that is the case but find out first what his intentions are and what he wants. Just don't make any hasty decision that will make or break the relationship until you are able to get straight answers from him.