Extra marital affair

Her husband cannot take any action against your husband for his illicit affairs with her, neither she can take any legal action against your husband for this consensual relationship 

Next time when her husband is threatening you can give a criminal complaint against him with the police for the acts of threatening and intimidation 

No action can be taken (legally) against your husband or his girl friend for having illicit relations / extra marital affair.

Socially and financially you may put pressure on your husband to dump his girl-friend. 

In India adultery or extramarital affair are no longer criminal offense, as in 2018 the Supreme Court established in the landmark judgement. The Hindu Marriage Act 1955, sec13(1)(i), that allows the spouse to file divorce if the other partner is s*xually engaged with someone else however these can be the grounds for divorce.  

Legal actions can be taken by the husband of the said girl, with whom your husband was involved. Although this is less common in India he could file for a civil suit for damages against your husband for alienation of affection or emotional or emotional damages. The husband might consider filing a complaint for adultery as given that the woman is married; however it depends on the nature of their relationship and the marital status.

You can also file divorce based on the grounds of adultery if you wish to discontinue the marriage. Messages or other documentation  that supports your claim can be included to present evidence. You can also prefer judicial separation where you remain married legally but want to live separately.   Under the Protection of Women from Domestic Violence Act, 2005 a complaint can be filed if you feel threatened or abused due to the situation. This will give you possible maintainance and legal protection.

Consider the following steps if you still want stay with your husband:

Both of you can opt for professional counselling to addresss the issue in your marriage. That could include individual therapy for your husband to understand the implications of his actions. Have an honest discussion about the situation with your husband about your feelings and the relationship ; which will help you two to clarify the working of the marriage. 

Family lawyer is crucial regardless of the path you choose. Your situation is emotionally charged and complex. The husband of the said women could take legal actions against your husband or you may as well seek for separation , the best course of action  is to hire a family lawyer who can provide a tailored answer to your problem

Physical relationship among mutually consenting adults is of no cause of action except that the respective spouses can seek divorce based on such extra-marital relationship.