he recieved nudes

My fiancé and I are to be married this may and we have a 6 month old daughter. When our daughter was 2 months old I was on his computer (I use it often) and went on Facebook because I was bored. I saw messages to a girl because he gave her a ride home from work. I asked him about it and he said he was just being nice but I felt like there was more so I messaged the girl and she said he kept contacting her after to hook up but it never happened. I confronted him and he said she was making it up trying to get us to split up because she likes him. There were no messages or proof of anything so we moved on. 

Well last night I used his phone to set an alarm and decided I would change his background to me and our daughter. I went in his photos and he had screenshots from snapchats of 3 different girl naked. They were all within the past month. He was sleeping so I sent myself the photos and delete his Snapchat app because I was so upset. 

I don't know what to do now. He has probably been messaging these girl for a while now. We allow eachother to go on one another's phones cause we both agreed we have nothing to hide. I left for work early this morning and texted him telling him not to call me or text me because I'm at work. But he texted me asking for him to call me and that he loves me and wants to marry me. I really need help because I love him so much and he is the father of my child.

This afternoon he said that the one girl is a stopper he went to high school with and the other is just some slut from online. He has been a police officer for almost a year now and deals with a lot of bad stuff. So he said that it was getting so bad that getting nude photos from those girls was somehow a way out.