Welcome. I hope you get good advice that helps you solve your dilemma.
Here are my thoughts.

The first thing you need to decide is if you want to stay with your wife or not. I found myself at the same place you are at once with my husband. I finally told myself that all the things he does that were driving me crazy are the things that attracted me to him in the first place. I got what I wanted so I had no room to complain. Also, many years later we both took a quiz to find out our personality type. My husband said it helped him a lot because he learned that I did the things I did because of my personality. I did not do them to bug him. Maybe it will help if you take the quiz.

If you decide you want to stay with your wife, don't say anything to the other woman. It will just cause one or both of you problems. If you do not want to stay with your wife, resolve that relationship before you enter into another one. It is much less complicated. Be careful. You may find the other woman to be perfect and want to bond. She may not. If you end your marriage to be with her and then she does not want to be with you you will be alone. Would you rather be alone than with your wife? It is not an easy decision. Good Luck.