So I'm in some serious need of advice. I can't talk to any friends or families about this currently and thought I could turn here to you ladies. Sorry in advance if this gets a little long. 

Here's the backstory:

My fiancé and I have had a great relationship & honestly he's the first person I've been with that I never even had to worry about him cheating. Because of that, we never look through each other's phones, etc. Anyways, this past weekend, Friday night, I had a strange feeling and thought he was being a little distant. He suggested I go to bed because I was tired, and he'd just stay up a little later playing his video game. Normal, right? Well, that's not normal for us. Just two nights before he was tired and I wasn't. I suggested he go to bed and I'd be in shortly. He went on to say that we're not that kind of family & we go to bed together. When I reminded him, on Friday, that he said that it didn't count that way. So I went to bed, and even when he came in almost 3 hours later (after not even playing his game- just being on his phone) he was on his phone NONSTOP.  It was almost 2am at that point- what are you doing consistently on there for that long? 

This brings me to the next day. Saturday. I woke up still pretty angry but we had a big day planned & I decided not to let my gut ruin it. So we were going to a baseball game with his parents. Everything was fine. Until I noticed that he was keeping his phone covered way more than he normally would, while he was texting, then stopped covering it when he would stop texting and start playing a game, for example. At one point I happened to glance over and saw his ex girlfriends last name, with pictures of the baseball field sent. I am 99% sure I saw it. I automatically started to break down. I got up & said I needed to go to the bathroom. I was clearly upset & he kept saying what's wrong? What's wrong? But his parents were right there and we were at a MLB baseball game with tons of people around so I went to the bathroom, collected myself then went back & he started asking what was wrong again. I asked why he was texting his ex and he stopped for a second then said he wasn't, what am I talked about, he was texting his brother, etc. I should also mention that she has a VERY uncommon last name and sticks out like a sore thumb to me. On top of that, his brother lives in another country so they use an app to talk- not regular messaging like I saw. He asked if we could leave our seats to go talk. When we got up, he went to the bathroom. When he came out, I asked him to prove it and show me. Nothing there. My gut is telling me he went to the bathroom and deleted it. He swears up and down that he would never ever lie to me, disrespect me, or anything of the sort. When I asked to look at his phone he fought it and wouldn't let me. He says he's hurt I would even go that far. I tried really hard (and still trying) to believe him but I am having seriously the HARDEST time EVER trying to convince myself that I didn't see what I saw & believe him. Like he was saying, he's never given me a reason to not trust him but it's hard to unsee what I'm 99% sure that I saw. Also, when we started talking, he was still with her. They were on the brink of breaking up & him moving out, but still lived together & told me it was ok that we talked, she never looks at his phone anyway, etc. 

Since then I'm just not myself and I can't see to stop thinking about it. I've been crying off and on ALL day long. Nothing is helping. He came home for lunch & said all of these sweet things but something is just NOT sitting right with me. I can't describe it. When I told him I have a bad gut feeling he said hate to tell you but your gut can be wrong, you have a baby growing in it. But even when he was home for lunch, I made it a point to try to walk by or next to him when he was texting. Every single time I did, he stopped and turned his phone screen off or went to a different app. Normally, I would hate to go through his phone, but it's killing me not to, unexpectedly.  The problem with that is, he ALWAYS has it with him. It's always been that way, but it never bothered me. He has clients, and needs it often. He's also a really light sleeper so I don't think it'll work then either. 

I just don't know what to do. I can't move past it, no matter how bad I want to. I don't know if it's just my hormones making me crazy, or what but I desperately need some outside opinions. It's killing me here. I should also mention, we don't live together, currently. We're about 3 or so hours apart. I'll be moving down here after our baby is here. I just happen to be staying for 2 weeks here now (usually we just have weekend visits). Thank you in advance!