Hi yes so this vent got posted in a couple other subreddits, but I figured hey the more advice I get the better, right? Anyway here’s the gist. I was a bit more emotional when I originally posted, now I’m just kinda numb

TLDR- My primary had sex with his secondary despite giving me the impression he wanted to wait, and I'm a wreck

First of all I apologize if this is incoherent, I'm stupid emotional and just needing to get stuff off my chest.
So. Primary (M35) and I (F27) have been together over a year. I've been poly since before he met me, he has some experience with poly, but his last two relationships were mono. In the past year ish, I've had a couple of secondaries come into my life, I have not slept with either of them (90% bc of logistics, 10% bc primary and I were in some rocky spots and decided to not be intimate with other people for brief periods of time, all was communicated, nothing has been dramatic up until now.)
Primary started seeing someone for the first time. He's known her for ten years, they knew each other in the BDSM scene when he was married to his now ex wife, they had never been intimate (to my knowledge). I was kinda weirded out by her situation, as her relationships are all pretty toxic and red flaggy to me. Also she just gives me a weird vibe. Which isn't necessarily a reason to veto her, so I've just communicated my concerns to Primary, and he seems to have taken it into consideration, and they've moved very slowly.
today was an absolute shit day for me. really the past several days have. I've been an absolute wreck. Primary has been supportive, but while I was in class tonight (I'm finishing my master's degree), she came over and they had sex for the first time. I knew she was coming over to hang out, I did not know they were going to have sex, and I knew that they had as soon as I got home bc Primary looked guilty as shit (which is weird, because they already have permission, I just asked for a heads up so I could prepare mentally).
All the conversations with Primary had led me to believe that he wasn't interested in sex with her yet until they actually had a DTR, and he had a better read on the situation with her primary (who has more red flags than Lenin's funeral).
There's more context that's probably helpful. Primary and I have had a lot of discussions lately, and we both think he might actually be a swinger, not poly. The difference being, in our mind, that polyamorous means emotional and sexual relationships, swinging being more casual. He's very emotionally monogamous, and has disclosed that he has been unfaithful to previous partners in the past. So I'm reeaallyy uncomfortable with the idea of him having an actual girlfriend, because every time that's been his situation in the past, he leaves his primary for the secondary girlfriend.
His last cheating incident was five years ago. He's gone to therapy since then, he's grown a lot as a person, he treats me like a damn queen and I've never loved anyone more than i have this man, and we plan to get married next spring. But the fact that he's now dating another woman, and is being sexually intimate with her, makes me irrationally afraid that this is the beginning of the end.
I don't know if I'm trying to justify red flags, or if I'm paranoid because of personal past trauma, and what I know about his own sexual past.
I don't personally experience compersion. I know that about myself and am okay with it, and I've been perfectly fine when we've been intimate in group settings. Honestly, this whole situation wouldn't bother me if it was a random hookup, or just an fwb, but he calls her his girlfriend. This just feels wrong and I don't know if it's something I just need to work through, or if this is a sign I need to leave.
Feel free to ask clarifying questions if it helps, I feel like nothing about this is coherent. I just want to get this all off my chest.

ETA: I’m not trying to be controlling. I realize that he has autonomy and the right to explore and experiment. What freaked me out is being told one thing and then another happening.

Also more specific general question: are heads up rules just setting everyone up for being hurt?