If and when you have sufficient proof you should still not breathe a word to your daughter, but mention to your son-in-law that you have reason to believe he is having an affair. Ask him if his wife knows and is all right with it.
He will probably ask you to mind your own business, to which you can reply that your daughter's happiness may not exactly be your business, but certainly concerns you.
Then change the subject.
If you daughter later berates you for not having told her what was going on, you are justified in saying that you asked her husband what the situation was, but that you honestly did not think she would believe you if you went to her and told her he was carrying on with NN, but would be furious and offended.
I would have been if my mother had made such an accusation against my husband, would you not habe been?