Have you tried telling your dh, how his behaviour looks?
I would lay out bare facts and ask how you are meant to respond emotionally!
That he has turned his attention from his pregnant wife at a time when you feel most vulnerable! Choosing to spend hours chatting to her rather than coming to bed with you! Going out for dinner and hiding it from you
Tell him that his lies and manipulation of the truth, suggest that he has something to hide. That to your mind that could be either having an emotional affair, or a fully fledged sexual affair.
Let him know how uncomfortable he made you then by rubbing this woman in your face, expecting you to cook for her (whilst wondering if she was having sex with your husband). Especially given that you are heavily pregnant, feeling vulnerable in a body that feels alien to you and already upset that he would rather spend his time chatting to her than go to bed with you!!!
I would tell him that to compound this, his 'friend' was obviously uncomfortable, which considering the hours they have spent talking, suggests to you that she felt guilt or discomfort at your presence.
I would also ask how he thought it made you feel for them then to future plan together about running marathons and travel abroad next year, with no consultation of you or your needs. Tell him how hurtful this was! That it didn't reassure you at all, that he wasn't having an affair!
Tell him that none of this is the behaviour of a man who is totally in love with his wife and looking forward to the birth of your baby!
I hope he knows what he stands to lose!!!! I would tell him exactly what he will lose if he is cheating, just in case he needs reminding (I think he does, his brazen disregard for you is angering!)
How was he with you, whilst his 'friend' was over? Was he affectionately wrapping his arms around you in front of her, was he stroking your bump, excitedly talking about your baby and sharing lots of loving glances with you over the table? I ask because this is how my dh is, especially during pregnancy, he is even more in love, excited and proud as a peacock! He would certainly be giving off serious excitement and 'in love' vibes this close to birth. If he was more for talking to his friend, ignoring you and almost oblivious to your presence then I would say that his body is telling you more than he is saying.
Unless he admits to an affair there isn't much you can do. I would be checking his phone for messages (particularly to see if she was messaging him whilst at yours when she was on the phone) and photos whilst he sleeps if you need proof. In fact I think he should be happy to be transparent with his phone, especially if he has nothing to hide!