Firstly, you have absolutely nothing to feel guilty about. You are not a court of law, and are not morally obliged to investigate anyone you are dating and determine for yourself incontrovertible proof that they are single before you pursue a relationship with them.
Am I right in thinking that to a certain extent you just can't imagine him cheating or lying, because he seems like such a decent, honest guy?
If so, remember that some people are SUOERB actors - because they are able to compartmentalise, completely shut off the guilt they feel (or should feel). Perhaps he acts like a decent, honest guy because he truly believes he is a decent honest guy - that doesn't necessarily mean he isn't cheating.
Do you remember I used to have a second FWB, who I stopped seeing recently after he was hospitalised and basically ghosted me leaving me worried if he was even still alive for several days? Well, after that I decided to do more SM digging, and I am now 95% sure he actually has a girlfriend and had one the whole time he was sleeping with me. I am absolutely horrified (and feel hugely guilty, even though I absolutely shouldn't because all I did was believe him!) The most shocking thing is that he truly seems like the nicest, sweetest, kindest, most virtuous guy. I honestly don't think those who know him woulf believe someone like him capable of a double life. But I am almost certain he is.
I hope and pray I am wrong about Trees, as I know how much you like him. Just remember, everyone can lie, and everyone can pretend. And as you are now an exclusive couple, you have every right to ask about Mystery Tuesday. Unless he is actually a spy, what explanation could there be that you do not have a right to know?
Sorry, I am probably coming across too strongly here. It's just you are SUCH a lovely, funny woman, and I admire you so much, and I hate the thought of him hurting you any more than he has already .....