Skeptical

Here lately my fiance has been texting this other girl he claims he's gone to school with before we moved away, they just started texting each other every day all day for the last three weeks, he claims she's married, and tells me that he's told her they can't talk because of the way I feel about it, I've asked him if their conversations have gotten inappropriate before and he openly said that they did only because they're both very flirty people. Well, I'm 11 weeks pregnant with his child, and I had this feeling deep in my chest that I couldn't shake, and normally I'm not the kind of person to snoop, but this morning I had to. Let's call her E, so E is in his text thread, and she had sent him a message this morning that said "Hey babe, wyd?" So I decided to write down her phone number in case I ever feel petty enough to make her more aware of who I am and that he's taken, and I just so happened to notice that her phone number is a Virginia phone number, like ours. Yet he told me she still lived in delaware, I'm afraid if I ask him where she lives and thinhs like that it will cause a huge fight, and I don't want to lose him, especially because we're having a baby together. What should I do? Nothing is adding up about who this girl is, and I'm becoming a basket case over it.