He straight up told you he knew if you had this information from the start you wouldn’t have started with him. He’s right, and you should stop.
Get his address and google earth the place. Is it huge? How and why is he paying for this “girl” to live there? You also said he wouldn’t tell you exactly how they got together…why are you with someone who won’t even tell you the truth of the matter?
It would be very irresponsible to go any further with this without first verifying he’s not still married (you can look that up), googling the names of the residents of his address, doing some internet research on who this woman is, and making sure she knows about you by visiting and meeting her. It’s concerning that you’re already thinking about being together permanently, living together, etc when 1) you haven’t spent any significant time together or experienced each others day to day lives, and 2) you don’t fully believe what he’s telling you about some important things, which don’t quite add up. You need to put your detective hat on.