Is my husband having an affair?

My Husband and I have been together for 5 years and married for 2. Throughout our whole relationship, we have never had any trust or jealousy issues. We recently had a baby and of course, when life changes that much, there are bound to be adjustment periods within your relationship. During my pregnancy, my Husband hired a female co-worker. He constantly mentioned her (all work related) and repeatedly said how much the two of us would get along. His female co-worker and my husband decided it would be a good idea to go out to dinner with me and her husband. She was a nice woman, but not someone I could see myself being friends with. Once the baby arrived, I noticed my husband constantly taking his phone everywhere (including the bathroom). This is a man that would leave his phone everywhere! Also, he started taking calls when he was home, but would leave the room and would even go outside. I never had the username and password to our phone account, but finally asked him for it. Sure enough, all of the times he was talking on the phone when he left the room or to go outside, they were with her. They also have been talking to and from work. What's there to talk about if they see each other everyday at the office? I did confront him about it and he instantly denied everything. He proceeded to tell me he was talking to her that much because her and her husband have been having marital issues (they have only been married a year). I asked him why he just didn't tell me, and he told me he didn't want me to get involved. I told him I was extremely uncomfortable with the situation and asked him to stop all communication (text and phone calls) with her and keep their relationship strictly work professional. I also asked him to call her while I was present so I could hear for myself. He immediately got irate and said I am making a mountain out of a mole hill. I did call her and left her a message, and calmly asked to end all communication with my husband because it has been affecting my marriage. That was all said and done...and he is not making phone calls to her anymore, but he is STILL taking his phone EVERYWHERE he goes; guarding it with his life. I keep checking the text messaging log on our account and the amount of text messages he has been sending and receiving is insane! The couple of times I have been able to check his phone (when he is asleep), he has deleted everything. I'm just in shock because he used to be a open book and would never delete anything. If there isn't anything to hide, why is he deleting everything? Suggestions or input?