To protect yourself:
1. Take photos of the SMSes sent to him & those he sent out (if he keeps them in the sent folder).
2. Hire a PI to follow him.
1. Are you willing to forgive him if he really has someone outside?
2. If you are willing to forgive, how will you cope emotionally?
3. If you are not willing to forgive, do you have good family support to take care of the child? Who will you stay with?
4. If the PI finds nothing, then will you tell him that you distrusted him? Are you willing to have a talk with them to share your fears?
Nevertheless, the evidence is just to protect yourself in case he is the one who decides to give up on the family. At least you can prove that the marriage break down was due to HIS fault and ask for MORE alimony and child maintenance.