He denies or you? Cause it sounds like you're in denial. You're clearly not a stupid person. Trust your gut. Obviously, he is cheating on you. There's no other reason for condoms to vanish. Based on your narrative, I don't see any other logical explaination what so ever. Too many people tough out crap relationships waiting sometime years for the "smoking gun" when it was so obvious all along. I guess that's what happens when people watch shows like CSI every week and expect life to play out like a tv show. You have more than enough proof.I guess I don't know what to look for or even how to approach it. Condom wrappers don't just appear out of nowhere.
Now people are going to tell you to "go dark", "gather intel" blah, blah.... I think you're past that. He's clearly sleeping around so to answer your question on how to approach it you have two choices. 1) Dump him because you're not a doormat and clearly he has zero respect for you or 2) Try to work things out, hope he doesn't do it again (unlikely) and spend the rest of your relationship looking over your shoulder. It's up to you. Good luck.