I am actually horrified! It takes a special kind of wer to sleep with his ex in the same house as his heavily pregnant partner! And a special kind of cow to sleep with her ex, knowing fine well that he has a heavily pregnant partner just doors away! That is incredibly shitty behaviour!
I also want to add that there are many sexual things that can happen whilst still wearing clothes! (not to mention that clothing can be removed and then put back on) So I don't believe a single word of your arsehole partner!
I agree with others that you are totally under-reacting! Why did you not see the ex before she left your house? That screams guilt to me, and tells me that more went on than just sleeping! If nothing genuinely happened then she should be apologetic not guiltily sneaking from the house! Not to mention, what the bloody hell was she doing there in the first place! It is bad enough bringing drunk mates back from the football, but to invite his ex over makes me think he planned this! Has he been excited about the baby? Has he been behaving normally or do you think he is getting cold feet and trying to get you to dump him before baby arrives, letting him 'off the hook' per se?
I would be very careful, the fact is he chose to get into bed with his ex, who he invited to your home, rather than get into bed with his heavily pregnant partner. Then, whilst his ex lay sleeping in your spare bedroom, he LIED to you, saying he had fallen asleep downstairs! He then concocted a completely bullsht story about watching something in bed with your ex and falling asleep! Then the ex sneaked out of the house, not even apologetic! Even if this was innocent she should have been saying thanks for having her over and sorry for the noise/ your dp falling asleep watching tv with her!
I would be thinking VERY carefully, you are vulnerable just now, but you are going to be even more vulnerable during labour. Do you want the man who chose to sleep with another woman over you, to be with you when you are at your most vulnerable? Do you want to be wondering every time he goes out, if his ex is there and what actually happened that night in the spare room?
What I would be doing is throwing my dp out, I honestly can't be in a relationship without trust and he has completely destroyed the trust in your relationship!