He probably doesn't tell you about spending money on his grown son because he knows you will complain if he does. This is his son and he is going to do whatever it takes to help him. This is not your concern....so ask yourself...do you want to stay married, if yes...then stop being concerned what he does with his grown child. The child was there before you were and that will not change. You cannot change what he does with his son so therefore stop fighting about it. Accept that this is a battle, you are not going to win.
Accept your husband for who he is, not who you wish him to be. Understand that he lies to protect himself and his son from YOU. He talks to the female at work because he does not want to be punished for helping his son.
How can you change? Be more loving, understanding, compassionate, and caring. Perhaps even say to him...Hon, I desire a close relationship with you. I want you to know that I am not mad at you for lying to me about your son because I know that you love your son. I want you to know that it is safe to talk to me about these things as I want to work together toward a loving home with you and your son. What do you think? Then let him respond.