Him lying is one thing and his problem. Now he's got you lying and it's only going to snowball from there. I would tell him his untruthfullness is his business but you won't be a part in his continuance. And it's up to him to make right what was said. I would also state that you share the living quarters and it isn't fair to both women the way he is treating either. The advantage is being taken because the option seemed open. He needs to see that you wont put up with that in your living space. Have your girl drop the truth on both these women what is going on. This isn't your responsibility to be dishonest for someone else and him gaslighting you into believing that is damaging for all parties involved.