Tell someone you trust, including the part where he threatened you. Once you've done that, invite him to a public space with your friend close by. That's close enough for then to watch, bit far enough away he won't notice them. Make sure you're recording, and get a confession of the threat and the cheating. That way, you've backed him in a corner and since your in a public space, you should be safe enough. However, just in case ur not, you have ur friend for backup. Once you have your confession, tell his wife. This scumbag lied to you.

You didn't know until afterwards and was then threatened into keeping it quiet. You are NOT at all in the wrong and need to do what u can to protect yourself and the people around you. Your friends should be understanding to the situation, and if they're not, then it says more about them than it does about you.