I wouldn't waste energy on digging. Not worth it.
Just get on with living with one eye and ear open.
Prying will be used against you, in the ensuing argument - whether they're together or not - it will be your fault for finding out! (That's how they'll see it)
Phone secrecy, and changing sheets are not confirmation. I'm pretty private about my phone, because it's really the only thing that's solely mine. (Also I grew up with mobiles at school when your friends would lock you out or send messages if they got hold of it!)
I think the only confirmation is actually seing/catching them together.
Take the moral high ground:
If they are doing something, she's a shitty friend, and he's a shitty husband, you've been wronged, but I wouldn't say you were a fool - you'd be a decent person who got lied to.
If they aren't doing something - she's still a shitty friend (Who has relationships with married people and tells other people - sounds like a power thing), he's a generally shitty man (Who changes the sheets so infrequently that it's worth commenting on when he does change them!) - you still wouldn't be a fool, but maybe question your choice of friends and men! 