what you do is not do anything about it and trying to read too much into things. so he went to Thailand and got a massage - why don't you leave it at that? or are you looking for something to come up especially so that it can stir up things? whatever the case, either ask him directly and get over it, or keep thinking and create trouble.
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Well..if he wants to have sex outside marriage he can have it in India too! You have to give him a benefit of doubt. Its not necessary that all men who go to Thailand end up having sex!
If your husband has said no then take him for his word. Do not unnecessarily doubt him and cause problems where there are none.