What do I do?

Put miniature audio recording devices around your house in any rooms where he would be likely to use his phone. Pick the right moment. Then angrily confront him saying, "I know EXACTLY what's going on between you and _______! I found out. I won't tell you how I found out but I did. I know EVERYTHING!!!" Then run out of the house. Jump in your car and take off like a rocket.

Wait until he leaves the house at some point. Don't talk to him until he has left for work or gone out somewhere. Then listen to your audio devices. If he is having an affair, the first thing he will do is call her.

I guess that depends on what end result you desire. Do you want to be rid of him?

We don’t have children.
Yes my friend was shocked too at him chatting to his ex. When I said I wasn’t comfortable with it it was kind of well why shouldn’t I? And don’t you trust me?

He's chatting with his ex😖

Webwatcher.com

Ask her

It sounds like trust is already broken. You are going to have to talk to him seriously about that. If you can't trust him to be honest with you, then it's time to get out.