ILouis - putting aside for a moment the gambling do you want this relationships to be dissolved? How do you feel about restarting your life, living by yourself? I know how hard it must be for you to come to any sort of terms with his deception, and the shock of what you thought was a safe, comfortable (economically) future. BUT, do you feel that life with hin as your companion is still what YOU want.
If you do, then you need to insist that he starts attending Gamblers Anonymous and that YOU take over control of both of your finances, this can be done as an agreement between the two of you and part of his acceptance that what he has done is so very wrong. Many years ago, one of my daughters could no longer put up with her husbands careless use of their finances and he accepted he was not good in budgeting. So, he cut up all his cards, she contr5ols the finances, if he wants something largish he asks her permission (in the nicest of ways), and this has worked out so well for both of them for the last fifteen years.
However, if you feel that this deception is step more then you can accept, then you need to start making arrangements to split up as quickly as possible. Legal advice would be a start, the house would need to be sold so that you each have 50/50 of it (unless one of you has access to funds to buy out the other persons half).
Nobody, can advice you to stay or to go - that is entirely your decision.