It's up to you. What do you feel comfortable with? Me, I'd probably go to the address and at a minimum, take a photo of his car at her place. But I am pretty confrontive. But what are you comfortable with? Would you have a friend that could go with you?
Or simply get the phone back when he gets back, download the GPS, and save it. Then decide. You can always wait and confront later. It's totally up to you. (((hugs)))