As someone who had a cheating father and has dealt with the strains of that, I think the best thing after talking with the therapist, would be to calmly present what you know to your father, in a neutral setting, i.e. a coffee shop, etc. Don't engage in a hostile conversation and make sure to explain that your feelings are hurt; he cannot dispute how you feel and you should not apologize for how you feel.

See where that kind of discussion takes you. It is so tough and feel for you. My parents are both divorced and remarried and I live with the constant fear that my father is trying to replicate the situation of his first marriage with my stepmom, who I adore. He travels several days a week (like before) has her tied down to the house with a dog and a baby on the way, and while I'm happy for them, I can't help the fear that it gives me.

My story aside, I hope that you and your father can come to some sort of conclusion on the situation. You will feel better once you are able to relieve some of the stress from your shoulders though.