So sorry that you've found yourself in this situation. But Hon, there are so many alarm bells going off here: Him cheating (sexting other women is cheating!) and not being interested in you at all when you're together. Unless you plan on having a long distance marriage, you've now got a glimpse of your future.
I can't see that you're doing anything wrong. It's more likely that he's aroused by distance but can't be bothered in real life. Given that he loves distance sex with you and is also into distance sex with other women, I'd say that he's gotten far too used to using his right hand and a phone to get off. It almost sounds like some type of addiction. The real thing doesn't do it for him anymore.
But even if (for arguments sake) you are doing something to annoy him, his way of dealing with it is unacceptable on so many levels. As he won't talk with you, the decision forward is all yours. Unless he comes on board with talk of change, you MUST assume that what you've got now is what your married life will be: Cheating and lack of attention and affection.
My suggestion is for an ultimatum. Tell him that this cannot continue and either things must change (and he seeks help) or the relationship ends. At any rate DO NOT MARRY HIM until this is all sorted out.
Never regret anything that has happened in your life. It cannot be changed, forgotten or undone. So, take it as a lesson learned and move on.