My Fiance contacted his Ex

So here is the story. My fiance ( engaged for 2 years, together total 6 years) went to the lake to be with his step mom who was dealing with some personal issues due to declining health. He let me know that he was going to stay the night to be with her. Well.. around 130 am I get a picture message of his speedometer going 117!!

So naturally I call him. He doesn't answer. I call again. No answer. Then he calls me right back. So I start asking him why he was going so fast and where he was going. So after we talked about that he asked me.

"Do you know who I like to keep tabs on and check in on from time to time". I said I don't know your mom? He said no. Then, said his Ex girlfriends name who he lost his virginity to. So naturally I am confused. So then he starts to tell me he talked to her on the phone. I starts telling me how many kids she has and how she is doing. I had to hang up because I am feeling sick to my stomach. He gets home maybe 4 minutes later. He said he didn't want to stay with his step mom because he wanted to come home and be with his family. Nah, wasn't working for me cause why the heck would you contact your ex while you are on the way home. He said I don't know I was just thinking about her. Long story short we had a big fight. I contacted her through Facebook and she told me the conversation was harmless and that it was more like a therapy session for her. I asked for screen shots if she had any. He added her as a friend on FB. The first thing he did was call her on messenger. Not once but twice. Then he said he wasn't too far from where she lived and was thinking about her.( I know where most of yall are going with this. I called his step mom and she confirmed the time he left her house and the time he got home. It all lines up there is no way he met up with her). Anyway, I am having a really hard time trying to figure out what to do. We have a home together and have a little one together. He said it was harmless but deleted the conversation. This has been about 3 days ago. I have been back and forth with what to do and just wanted some insight if anyone has any they would like to share.