Well, assuming this is all real... You have not even begun to touch on the whole truth.

Carly did NOT send a text about Jenny cheating because she wanted to distance herself from what was happening and not implicate herself. She had no way of knowing that anyone knew about their plans, so if she wanted to not implicate herself in something, all she'd have to do is keep her mouth shut and act like it was a girl's weekend still. There would be no reason for her to try to remove herself from suspicion - because how would she know y'all were suspicious? The excuse doesn't add up. SOMETHING happened.

Two scenarios come to mind:

1. They were tipped off that you were onto them somehow. - Possible, though not likely. Does not explain wishy-washy behavior of the two friends (Paranoia one second, Public Displays of Affection another). If they knew you were trailing them, they probably would have been too spooked to do it at all, instead of just taking precautions by being paranoid.
2. They had a fight. Carly, being vindictive, tattled on Jenny, probably assuming that if Jenny said Carly was cheating as well, she could easily deny the accusation, pretending it was simply retaliatory. Jenny, quite predictably, also accused Carly. While on their trip, they probably made up and did indeed try to come up with a story to tell that would explain both girls' actions. Carly put more umph into her accusations (her husband responded to them and took them seriously) and there was no way to outright deny them, so they went with the "blackmailing" story.

Carly and X hung out all night, nothing romantic except for hand holding.

How many times do men hang out with women all night with nothing romantic going on at all? If she truly had cold feet, why would she not send X away to make sure to quell any temptation? I'm a woman, so let me put myself in that situation for a second. If I were going to cheat on my boyfriend but, at the last minute, decided that I couldn't go through with it, the first thought in my mind would not be "Well, let's just cuddle and talk instead." It would be "I think you should leave. This wasn't a good idea."

Cheaters will say ANYTHING to make you believe they are not cheating. Anything that sounds even remotely plausible, that you can't prove is false. I'm sorry, but that scenario does not make sense in my mind. It ought to be questioned by your brother.

Instead of lying, they broke down and couldn't do it so now they're admitting what they did. They also didn't say anything about the person they talked to on the phone outside the hotel.

"Couldn't do it." Except they did. They weren't truthful at first. They spoke half-truths only because they knew they'd fucked each other over by texting y'all about the other cheating, and were doing damage control. That is probably the ONLY reason why they decided to come even half-way clean. They're STILL doing damage control. Your brother is not out of the woods yet.

I asked her how long this had been going on and how they were meeting each other, but she didn't say anything. After a few more minutes of crying, she said a few weeks, that was the first time they had sex.

A few weeks with no sex? Very unlikely in a situation where distance was not an issue. She was quiet at first - she was thinking of what to say. Darlin, this probably was not her first time with this dude. Look at her comfort levels with him with their sexting. I'm calling bullshit.

That's just not happening when we're together, so I'm continuing with the divorce process.

Good for you. STICK TO YOUR GUNS. Do not let her manipulate you back into the relationship once the emotions calm down if cheating is a dealbreaker for you. Ask yourself, if she were to do this again, could you handle it? Because that's the risk you take.

She started yelling at me about how I was betraying her and that we are life partners and we can't divorce.

Remember this moment in the coming months if you feel yourself wanting to patch things up. You are devastated about what she did, and all she can tell you is that YOU are victimizing HER. For a cheater, it is always all about them. Their needs. Their wants. Their feelings. She is more concerned about securing her relationship then she is about you. She wants to add "guilt" to the long list of emotions you must be feeling right now. Anything, as long as she can make sure that she keeps her life how she wants it, regardless of how it might make you feel.

I told Jenny that we'd talk about it later tonight, and that I was still on with my friends to watch the football game.

What more do you need to know? Talking again will just give her time to plot her strategy, get her story "straight", and try to win you back over. You know she cheated. You know she's been sexting another guy. You have the proof. The time for talking is over. It's time for radio silence. Not only will it protect you from having your feelings skewered even more, but it will drive her crazy. Serve her with divorce papers, cut off all contact except through your lawyer. Sleep at your friend's house or book a hotel.

Her world is crashing down around her. She's going to look to you for comfort. Don't. You have enough to deal with. She made her bed and it is up to her to lie in it.

EDIT: Forgot to add Jenny has texted me 13 times to "come home" and "she misses me".

Ignore them.