How to confront cheating husband?

We’ve been together 6 years on and off and married 1 1/2 and I’m currently 15 weeks pregnant. Recently me and my husband have been going through a lot of arguments and shit, he made me feel like it was all my hormones (which I admit it partially was, but not 100%).

I just want to say, I’ve never doubted my husband before, never thought he’d cheat on me or go looking elsewhere etc. But it’s been a few months now, that he keeps his phone from me, acts suspicious, if I go on his phone he snatches it regardless of if we’re in public, with family etc. It started off as a joke and then just continued to a point it was no longer funny.

We used to have each other fingerprints on there and after an argument about something unrelated, he deleted mine and I deleted his. I knew his passcode though and he knew mine. He changed his and I didn’t change mine I don’t know why, just didn’t.

Anyway I wouldn’t care if he did all that and didn’t want me on his phone because he liked his privacy, but he’s constantly on mine, going through everything and I don’t feel like I have any privacy. Like certain things I would post here, I wouldn’t want him to read not because I have something to hide but because I’m not comfortable sharing with him yet. But he began invading my privacy like going through my phone when Im asleep etc. After some issues like barely any affection/attention/wanting to have sex from his part, I began getting suspicious, I just wanted to know what was he hiding. I thought I’m not going to find anything I’m being a bad person. But then thought if I was reading one of these posts and saw all these signs I would tell the other person they’re probably being unfaithful in some way or other. So tonight he woke me up to show me a text from MY phone and moan about why I texted MY MOTHER something. Can’t explain how my it pissed I am since he knows once I wake up during the night, I cannot go back to sleep. After a huge argument and him going to sleep, I tried getting revenge and waking him up but he didn’t. Then I thought as I’m awake, I actually have the opportunity to check his phone. Got his fingerprint to unlock and went to the toilet. I’ve seen him messaging a few girls but they’re like his sisters (I’ve spoken to them numerous times) and I knew there wouldn’t be any inappropriate messages to them. However on Whatsapp there was an unsaved Number of a slightly older lady, i found it odd that it’s unsaved but thought it must be a colleague or something. I opened it and

I highly doubt he’s had sex with anyone so I know it’s not ‘cheating cheating’ but I consider it cheating.

As I opened it I realised it wasn’t as innocent as I thought and my heart was racing but after reading it I didn’t feel anything, no pain, upset, anger, like I don’t even feel numb. I feel normal, but my biggest fear has always been, being cheated on, giving someone your all and they aren’t in it all the way like you are. He loves this baby so I don’t understand.

I don’t know what to do now.

At first I wanted to just ignore it and save it till he said something to me then bring it up. Then I thought maybe I should msg the lady saying “I’m married” so he sees it when he wakes up and panics, or should I just stay as calm as possible and just ask why? I feel like if I ask why I won’t get a proper answer

Edit: also want to say he never initiates sex or any sort of affection, I’ve always assumed he just doesn’t get as horny as me but he clearly does by these texts so 🤷🏽‍♀️ maybe my whole relationship is just a lie