Cheating is about a billion times worse, obviously.
Use lockdown to make plans, especially financial ones, and to dig deep and try and work out what would make you happy from life, and how to start along that road. (Tip: it won't be with the gaslighting cheat).
Do you need more proof? No. In fact, the best way to get the power back here is to realise that it doesn't matter what he says - because the only person who decides what happens with what you do is YOU.
So - you can confront. Tell him you're leaving him because he's cheating. And sit and smile at him while he flies into his gaslighting, manipulating, lying routine. Watch him attack, blame, deflect and try and persuade you black is white. Then say - 'Ok. You're not cheating. I must have been completely mistaken, I'm so glad that you've 'persuaded' me. I'm still leaving you, because, err, let me think - ok, it's because I don't like the shape of your eyebrows. That sound better?'
And there's his power gone. Later, if you can be bothered, you could even tell him that the moment you knew he was history wasn't when you saw the messages - it was when you watched him strain every bone in his body trying to make you believe you were crazy, so he could carry on getting the benefits of being with you while shitting on you with every cheat's message he sent to another woman.
YOU get to decide who you live your life with.
YOU get to decide where your red line is, where your boundaries are.
It doesn't matter one flying fuck whether he thinks it's 'understandable' or 'ok' or 'yes but YOU did this' about his messaging.
If it's not good enough for YOU, he is toast.
You know what you saw, if you believe that makes him not the kind of man you want to be with - that's the only thing that matters.
'It was only a joke...'
'What a shame for you, looks like that's the kind of joke that's a dealbreaker for me. Bye'
Oh and phoning the woman? You know what's going on already.