Is this a physical affair? Probably not. If it were, they would be working harder to hide it.
But it is an emotional connection that is too close for comfort considering that they are both married.
I would play it like this:
Tell him that he can fool himself as much as he wants but he’s not fooling you nor the others around him at work. That it’s obvious that there is an emotional connection between 2 married people that is deepening. That he is playing with fire.
Tell him to mull over how he would feel if the tables were turned and you were messaging a male work colleague when H was at work or sleeping?
Tell him that you don’t want a long conversation about the situation. You don’t want to hear his protests. Tell him that you want him to take some time to think, really think, about where all of this could be heading.
Tell him that you won’t beg, that everyone has choices in life and in their marriages. But he needs to think very carefully about the choices he makes from now on and the potential consequences of those choices.
I would do this very calmly and with minimal emotion. Ice Queen. I would be very clear and precise so that he can’t have any confusion over your thoughts on the matter.
Show him your boundaries and see if he continues to trample over them.
I have long believed that affairs do not just happen. They are the result of many little decisions and choices a person makes in the run up to the act. I think he’s at the stage where he thinks he can pretend to everyone that those choices are innocent. The messages, the lunches/coffees together at work, the in jokes and banter, the nick names. All on their own, these individual actions are nothing. But when put together, over a period of time, they become something.