Talk to him about it. Just say you saw her text one day. It will eat you up until you talk to him. Guys aren't very good at hiding stuff and if there's nothing to worry about he shouldn't have to lie. So definitely bring it up but not in a pointing fingers kind of way. Just ask why he feels the need to hide it if it's just a friendship. You're having a baby soon! You don't need the extra stress of suspicious behavior.
I completely understand that but I had asked him this 3 days ago and he says he hasn't talked to her. The thing is he lied to me I know I should just move on but when I know something is up I'm usually right just how I was last time and I caught him and I'm getting that same feeling this time.
^^too true. If you don't have trust you have nothing and you will always question his actions.
I think until you trust him again he should respect you enough not to talk to people who make you think otherwise about their friendship. Same coin different side, you need to start reading up on ways to forgive cause he can't be "punished" forever. You may even realize you can't forgive and moving on is what's best for you mentally.