You might want to check my answer in Infidelity and bdsm thread on dealing with it.
As for playing with third parties, individually or together - its a huge no-no, especially for Him and I have no desire for it myself. I might be open to doing bdsm version of ménage à trois, but that is unlikely to happen - He organically cant stand the thought of someone else dominating me. After our wedding ceremony, He growled, "Mine" into my ear - and his favorite thing to say is, "she belongs to me".
Good luck,
Adriana