I think that you and your husband should seek marriage counseling. You might start with your parish priest, and see if he can be of help.
If your husband refuses to go to counseling, then you should go yourself, alone. If only to make some decisions about where the marriage is headed, how to protect yourself from your husband’s inappropriate behavior, etc.
This is a marriage on the rocks, and you need to take prompt, effective action before things deteriorate further. The marriage could potentially be salvaged, but only if you both seek counseling and get to the root causes of his misbehavior.
Personally, I would confiscate his cell phone so that the text messages stop. Cell phones are privilege, not a right, and he can’t be trusted to use one responsibly.
Dance lessons - Cancelled, unless he wants to take you with him and dance with you exclusively.
Same goes for any other extracurricular '“activities” until he learns to treat you with respect and get control over his hurtful actions.
I would confront him with your legitimate fears and worries, and ask him to go to counseling. If he refuses, I would go ahead to counseling myself, and seriously consider a 3 month separation.
I would personally kick him out of the house if he doesn’t agree to attend counseling. If children are involved, this is a difficult decision. But then again, what kind of role model is he to your children if he is out and about going to strip clubs and who knows what else?
Also, how do you know he’s not sleeping with these strippers and bringing home some nasty, contagious disease that could kill you?
As far as the psycho female ex-co-worker friend of his, I would tell him that in no uncertain terms he is to have absolutely no contact with her whatsoever. If needed, I would send the same message to her delivered via certified mail or verbally over the phone. If it continues, you can always consider filing a restraining order with the police for her threatening behavior.
If your husband fails to deliver the message to this ex-co-worker, then it speaks volumes about his attitude towards your marriage and his total disrespect for you. If my wife told me to stop talking to a flirtatious co-worker, I would stop in a heartbeat.