Sketchy or not?

I have a suspicion my boyfriend is messaging another girl on fb messenger. I looked at his phone, one day it said "you and ..... have been connected on messenger" then a few days later it was gone. I'm not stupid, I know they don't just disappear. I asked him about it and all he said was "she messaged me about work" and I asked why he deleted it and he said he didn't know.

He's cheated before, actually cheated.

Then texted a few others and I found out about them all on my own..

My question is how can I find out if he's been messaging her, or is there a way to? *side note, she's 2nd on his "favorites" list. And I actually deleted her off his page and 1st thing the next morning I get a message asking if I deleted her.

** another side note, we have kids together and the other woman is married with kids herself.. Sketchy or not?