Do you think he's cheating.

Sorry for the length

My fiancé and I have been in an online relationship for three and a half years. And for the first year and eleven months  he never could find the time to come see me. 

So I did something stupid on my 20th birthday in a ploy to get his attention and it worked. He came and saw me the next three weekends and proposed on our anniversary. I said yes and we fell into a happily ever after kind of life style. And all was good, that is until he texts me one day when I was in class and asks me to text a number and tell the person to leave him alone. I didnt do it because I didn't know who it was and wasn't going to be rude and randomly text someone and say to leave my fiancé alone. I told him that and he said it was some guy he used to do track with in college and the guy was just being a pain. So I just politely said hi I'm Tom's fiancée could you please leave him alone. And I thought everything was fine. That is until my fiancé came to visit me in April of 2015 and he was taking a shower and his phone started to ring. I told him it was ringing and he told me to answer it. So I answered it and was greeted by a woman. I was surprised to say the least but became even more surprised when the person started to chew me out about how he is her man and this and that and then she hung up. When he got out of the shower I told him what happened and he said I was just being overly worrisome that it was just his ex. I let it go, that is until the number that I had texted earlier started sending me screenshots of messages between this girl and my fiancé. Once again when confronted he said I was worrying over nothing. I once again let it go, but the summer of 2015 and throughout the rest of the year he became very distant. I just chalked it up to work and let it go. He started paying more attention to me in January and I thought this crazy ex chaos was behind us. That was until I drove six hours to see him in New York. Within 10 minutes of getting to his house, he started getting all these text messages. He wouldn't tell me who it was or what it was about but I'm fairly certain it's the ex again. After that weekend I haven't really seen him. I talk to him on a daily basis but it's not like it was before my trip to New York. 

I know the answer is right in front of me probably but I want other people's options

Please any and all comments and insights are appreciated.