Emily,
Yes, I think you should tell him. He needs to know that he might be facing serious consequences for lying to his committee, his actions with you, etc.
You need to keep in mind, however, that YOU have done nothing wrong. YOU merely told the truth about your relationship. HE is the one who has been lying and hiding.
If he gets upset with you (and it's likely that he will), you need to keep in mind that this is an indication of how he will continue to blame YOU for things that go wrong that are not your fault. Alarm bells are going off all over the place that this guy is not a good person to be in a relationship with. You need to stop feeling sorry for him and think about how HIS OWN actions are responsible for his situation. Why are you so nervous about having done this? Why are you saying *you* 'did a bad thing'? How is ANY of this your fault? He's the one who's supposed to follow the organization's rules. If you feel upset and guilty and afraid, to me this indicates that neither this relationship nor this religion is a healthy thing for you.
Saying it's everybody else's fault (his ex wives, people at his old halls) is a very bad sign. If you knew a 4 year old who got upset and said that everything bad that happened to him was everyone else's fault, and never his own, you'd recognize this. Somehow, when a *grown man* does the same thing, women find it harder to see.
You also need to have a hard conversation with the woman you're studying with. Ask her why it's any of her business what goes on in your relationship (it's not). Ask her why she wants details that are none of her concern. Ask her if she reported him, then make her justify it. Ask her why any person should allow a relgious organization so much control over their lives (they shouldn't). It seems like you already are sensing this if you're not attending meetings - why are you afraid to admit this to him??
Edited to emphasize: You are afraid of upsetting this boyfriend and you're afraid of confronting the woman you're studying with and asking her about what she plans to do with the information you've told her. Why should you be afraid? You should NOT! You should not be afraid of upsetting a man who is trustworthy enough to be your future husband! You should not be afraid of talking to anyone about anything in a religion that's worthy of your trust!
You'd be much better off if you left both the boyfriend and the JWs. Trust me on this.