Hi, I married a Witness too. But he was much more honest from the start.
What do you want? Do you want to keep him, flaws and all? Can you live with him if he were a witness? What would be the "final straw" for you?
I see a few disturbing signs. It sounds like he OBEYS on the outside, but he doesn't let anyone INSIDE. Why are you the last to know of his deepest feelings about God and religion?
On the plus side, he's going to counselling. That can be very good.
If he's got enough positive qualities, you can start a quiet campaign to help him see clearly. I warn you though, it takes years, and there is no guarantee he will change. If you have the patience for THAT, let me know and I'll lay it out for you.
Right away, regain the right to be yourself. If you enjoy going to the Methodist church, go. Tell him so. He off and joined the Witnesses without involving you, so he's just going to have to deal.
Second, you two need some serious discussions on how your child is going to be raised. If she were in an accident, would he let her have a blood transfusion? How about after-school activities, birthdays, halloween, Christmas, saluting the flag? Is daddy going to tell her that you are doomed to die at Armageddon? Does he think you are going to die at Armageddon? Will she be required to join field service as soon as she can walk and talk? How about baptism? College?
I also highly recommend that you get Combatting Cult Mind Control by Steve Hassan
Last night she hit the nail on the head that he's defined himself by his religion, uses it as a filter, and speaks a different language than I do because of that.
By the way, she may only have been talking to the cult personality. The split personality is described in Steve Hassan's book. You can draw out your husband's natural personality with practice. You will probably enjoy him a lot more anyways.