First of all, welcome!!
I've been in your place; my spouse told me shortly before our 9th wedding anniversary and my reaction was also "I'm bi, he's always been a feminine guy, this should be easy." Yeah, no. The good news is that the most recent study showed that almost 50% of relationships do survive, and there IS hope so long as you want to keep trying. (Which is not to say you should feel obligated; if you realize you can't make this work, you deserve no guilt or judgment.) My wife and I are still happily - and romantically - together years later. But it's likely to be a hard and stressful road, and you deserve respect for your own needs and feelings as well. Try not to judge *yourself* either, because you're probably going to have emotions and reactions you didn't expect, and you can't control that any more than he can change the fact that he's trans. You may also want to find a therapist who's understanding of trans issues (if you have the time/patience for a second therapy relationship), because the ones who aren't tend to be - as you've noticed - less than helpful.
The one difference for me is that my wife did not know her entire life, and I feel for you there. I've seen enough trans people agonizing over this to think that it's a deception based in denial to themselves as much as anything else, but your feelings that you've been lied to and betrayed are valid. You're going to have to decide for yourself whether your husband has been trustworthy enough otherwise to get past that, and even if so, there's damage to the relationship that will take time and care to repair - and he's going to have to be willing to devote the attention and energy to your relationship that you need.
Good luck, and please do keep reaching out when you need it.