I would pursue what YOU need the most, above and beyond this romantic relationship. Consider your own needs first and foremost, and the relationship second.

I personally would have broken up with him the moment I found out he had lied to me, dating two of us at the same time.

Why give up so much of yourself and your whole life for a liar and a cheater??

On top of that, he mistreated you during a most horrible time in your life? When you lost your brother? What a jerk!!!

This guy is NOT worth ALL of this trouble. You are putting him far too much on a pedestal and he does not belong there. Go your own way, and dump him.