Oh gosh, this sounds so painful and confusing. You have done absolutely nothing wrong, regardless of what you have said in person or via texts. His behaviour sounds really odd, and what he said to you regarding terminating therapy, was really cruel. He is blatantly lying and trying to cover is cowardly a--rse. If he was a decent therapist, he would not mention his wife's jealousy, or tell you that he was attracted to other clients but not you, he might explain that you would be better off seeing someone else and try to make a referral to another therapist. Therapists do make mistakes but the good ones should always have the best interests of the clients at heart. Sounds like he cares more about himself than you.
I'm sorry if this is hard to hear but you deserve better. Are there any other therapists you could see in your community? Or could you possible travel out a little further to find one?
Only go back and see him if you think it would help. I would really recommend you record the session too... in case you need it later.
Good luck and sending you hugs, let us know how it goes. xx