Knowing that my lover is in contact with his ex-lover, I, as his lover, had better handle this relationship well, because I have also paid for him, and I should.

If you still want to keep him and stay with him, just pretend you don't know anything. If you feel uncomfortable, I want to know what's going on. Just ask in person, it will break your heart anyway. You chose to be his lover, with no moral guarantee at all. By doing so, he shows that he can easily get emotional with anyone. Think it over.