Oh yuck, this sounds like a mess. Honestly, maybe in his mind he does want to be with you still and is just 'having fun' with this other girl while he is away. However, he is lying to you, and unless you guys have agreed to an open relationship while apart (which I assume you haven't) then he is cheating. It's up to you to decide if you want that kind of person in your life. If you were smart, I would dump him and not look back. Sounds like a big waste of your time.

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Live as if you were to die tomorrow. Learn as if you were to live forever. - Mohandas Gandhi