What would you do...?

My fiance and I have been together for 2 years now. When I first met him he was really the dream-guy; smart, good looking, he made me laugh til my face turned blue, but most of all he loved me. We were great together, the type that could spend all day doing nothing special and have a great time doing it. His past relationship failed bc his gf slept with several of his friends and for this reason he swore he'd never hurt me because he knew how it felt and because he was crazy for me. I had no reason to doubt this because he showed me every day, doting on me and telling me how lucky he felt, etc. Fast forward a year I was pregnant with his child and I learned (through his own admission) that a co-worker (married herself) of his had been openly flirting with him, txting him if he wanted to go to parties, a bar, and finally, and I am being dead serious, to a gentleman's club. on one of these occasions I looked at his phone and there was another invitation to come over to her house. I did not tell him that I had seen it and later when he said he was going to hang out with one of his buddies I confronted him about the message. He admitted that he had been planning on going to his friend's house so he could accompany him with him. When I asked why he felt he needed Josh* to be his safety zone? why wouldn't he take me instead? It just didn't make any sense. He then claimed he didn't know what her intentions were and wanted to find out for himself. He of course promised he wouldn't have done anything but I told him either he ended that second or he could count himself out of the life of his son. Promises were made that it would never happen again and yet... Previous to all of this I had caught him a few times masturbating to porn, which in truth, I didn't like but accepted because I was the one with the engagement ring right? So it was something I didn't fret much over... until that whole incident occurred. Now when I catch him (because he's not open about it) it just reminds me all over again of her. After telling him how I felt about it he promised to stop, I've even offered to watch it with him but it makes him feel uncomfortable. Yet he keeps doing it behind my back, sneaking his laptop or phone into the bathroom. I tried making it into something we can do together and he just says why look at it when he has me. Sorry this took so long, but my question is, if you were in my shoes what would you do? I need some advice because this hurts so much and I want to get past it, whatever the outcome. I just want some semblance of security and peace back in my life. Guys and girls opinions permitted but if you've been here before PLEASE help me.