If he was a real friend, you would be telling him that your relationship appears to be upsetting his wife, so you should both cool it and he should have a conversation with her rather than you.
Why does it matter what other people say? This is how SHE feels, not how some other poster feels.
I notice you don't say how he reacted when you told him it looked like his wife tried to call you. Is there a reason for this? Is this when he confided that things aren't going great? Or did you not say anything, and he didn't say anything, so you can continue this non-flirty banter where you bought him a DVD that is hard to get? PS I'm not saying that's not a nice gesture, but for people that don't spend time with each other outside of work, and who haven't made any sort of effort to at least be introduced to each other's partners, it seems a bit...over the top?
You are both enjoying this flirty banter, whether you want to admit it's flirty or not. I recall a time where a work colleague and I had a similar sort of relationship (although he was single) and at one point another colleague witnessing a benign disagreement and saying "it's like when your mum and dad have an argument and you can tell they're going to have make up sex later". To us it was nothing, but clearly to the onlookers it was not!
You need to take on board the opinions you asked for and cool it with this man. Ask him about his wife. Invite them to lunch or something if you'd like to continue the friendship, and get to know him as a whole family man and not just the guy from the office that you're just really really good friends with. Or, ask him why his wife called, and really listen to his answer. He either knows why, and will likely bluster through the reasons and then claim their relationship isn't great, or he won't know why but can hazard a guess. Either way, you should both start being completely honestly with yourselves because I'm sorry, you just are not at this stage.