I would continue to speak with him about it and not in an accusatory way and ask him outright if he is involved with anyone else. He may not remember his dream but he will know if he is being unfaithful. Yes, it is possible that these are just dreams and he is being faithful, but you might feel better to open up the conversation further. The dreams happen often with people and we may dream of others in a variety of ways, even sexually and it doesn't mean anything bad is happening. So talk to him about his life and his commitment to you and go from there.
Let me know how else I can support you. I am here when you are ready.