Fling with my ex, Coil missing & late for period

I have the mirena coil,  but I can't the threads & nurse said she couldn't see/ find them when I had my smear test & I'm also almost 2 weeks late. I know coil can stop your periods but I've had it since 1st Aug & this is the first time this had happened. Been having pregnancy symptoms also but I dunno... trying not to over worry!

My issue is that I have been having a fling with my ex (who the father of my 2 children), we split almost 4 years ago... he also has a partner. I know how wrong affairs are!!! I've tried breaking things off so many times but it's so hard when he's saying he still loves me etc. He pretty much wants the best of both it seems which I know is completely unfair on me. It's just that we were together for over 8 years, have the children do there's a lot of history & chemistry. We get on better now than ever before. I suppose I find it easier to block out the fact he's engaged, as she isn't someone I really want in the children's life as she's had her children removed by social services & has been deemed a risk so there is a court order in place stating she is only allowed to see our children when supervised & in a public place.

I've spoken to my ex & let him know I was late, as well as asking how he felt. He was surprisingly very calm & just said "well it's not ideal is it but well wait till you've done a test & see from there" If I am pregnant I would want to keep the baby but obviously it's going to force him to confess to his gf & I don't want him being mad at me.