*I just recently got married 5 months ago and I found out my husband has been talking to another woman and giving her money on the side for months. This lady texted me through Facebook messenger and when I confronted him about it, he lied about the whole thing. She even sent me screenshots of all the transactions and other naughty messages that were sent to her. He even said that they were all photoshopped, which I don't believe at all. As a Christian, I don't believe in getting a divorce. It's just hard to be with someone that has been hiding things behind your back while you're doing everything to be a great spouse. All trust is lost at this point. Has anyone ever experienced something similar to my situation??
Because you are already married, I think it's your duty to find undeniable proof that he hasn't had an affair.
I'm not sure what type of messages he was sending her... I don't want to assume... but there is such a thing as a non-physical affair (aka emotional affair/infidelity). While lying about sending money to a woman only to later admit he was in fact sending her money is ABSOLUTELY shady, it's not quite "adultery"... which is the only acceptable reason for a divorce according to the bible.
Seek counseling with a credible pastor (or multiple ones). Take preventative measures from making additions to the family unless/until this matter gets resolved. You're completely justified in not trusting him at this time. He lied... and while he later admitted to it, he needs to understand trust can't be regained overnight.
As for people pushing you to consider divorce... they aren't the ones married to him. Continue to pray as you mention, and if he has been unfaithful, that skeleton will come out of the closet eventually.