Sorry to be blunt, but in my experience, I think they are already shagging.
I had this twice in my first marriage. The first time I was pretty young (about 25) and all of a sudden my best friend started acting weird around my H. Bending over showing cleavage. Saying sexual stuff etc. I never said anything. Too timid at that age.
The second time (different friend) wasn't quite so obvious, but I had suspicions, and when my H was asleep I checked his phone, and all the texts were there to see the affair.
BOTH times they were shagging.
You say you are confident in your marriage, but honestly so was I. I had absolutely no clue. And (I know this sounds awful), I was stunning, slim, we had regular sex and I was a good wife to him....there was NO logical reason to shag anyone else, but he could, so he did.
Needless to say, he isn't my H anymore. I am now married to someone far nicer who wouldn't tolerate this shit, and honestly, if any woman did what you describe around my DH, I would go absolutely batshit and call them out on it, in front of everyone. Something I was too reserved to do when I was younger.
Alarm bells for me : when you raised this with your DH, he didn't say anything......hmmm.....I'd be getting a look at his phone if I was you, you could be in for a shock.