Now he is home at the moment anyway - has lost around 10kg - doesn't sleep well - came in from the airport where I had picked him up - sat down and cried and said: " I don't belong here anymore".
Are these the signs of someone cheating?
Yes, these are the signs of someone cheating.
At this point, you need to assume that he is cheating.
If you are unable to actually GET more info from phone logs, the internet, or a PI, you might consider bluffing him. This will take a good solid plan, but can be done. A number of betrayed husbands on this site have used the technique very well and their wives have spilled the beans.
You need to act NOW in some form or another. Perhaps not by confronting just yet, but by doing something to come up with information. Right now, you seem to be stuck in the shock of it all.
We are sleeping in the same bed but we have no physical contact whatsoever - it actually crossed my mind that he might not want to cheat on her with me.
Exactly right.
Remember, it doesn't really matter that you don't know EVERYTHING. You DO know that he is cheating. And HE knows that he is cheating.
If you confront, be prepared for it to be worse than you are expecting. Be prepared for his denials and DO NOT BACK DOWN from what you KNOW is true. Do NOT accept his lies as being possible truth.
I am not saying to confront, but understand that IF he goes back, you are stuck and he is back in fantasyland/paradise, while you are here alone and with no way to work on your marriage. Do not hesitate. Do not stall.