AIO to these screenshots on my fiancé’s phone

Just looking to see if I could in any way be misinterpreting or misunderstanding what I’m seeing on my (30F) fiancé’s (40M) phone.

I took these pictures when looking through a Screenshot folder in the Photos app on his Google Pixel phone. I know I’m probably in denial but before I confront him about cheating on me with a prostitute (and presumably another non sex worker) I want to make sure that ONLY screenshots go in the screenshot folder on a Google Pixel? Like it’s not a picture of another person’s screenshot that was sent to him that was mistakenly added to his own Screenshot folder?

This sounds silly as I type it, but I want to be extremely sure he cheated on me (or attempted to) before I blow up our entire lives.

As it’s a screenshot, these pictures show my fiancé (right side) trying to solicit sex from a sex worker (left side) for him and another woman. To make matters more complicated and confusing, my fiancé is a straight cis guy and after googling the number he was texting, it appears to be for a pre-op trans woman. Nothing personally against trans women, but this is something about his sexuality he never discussed with me.

There have been some physical intimacy issues leading up to this but we have always been extremely happy together, and now especially with our wonderful baby daughter.

I just want some opinions on if these images could be from somewhere else, in the wrong folder, etc. I want to be positive these are screenshots HE took from HIS phone from text threads HE had. I