New Zealand Law
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If he took this recording without your consent then there are number of issues. The first is that you can complain to the Privacy Commissioner if this is used without your consent. The second is that if he does share this it could be a breach of the Harmful Digital Communications Act and although this is new law, people have been sent to jail for serious breaches. The third is that this would be criminal blackmail which also carries a jail sentence. His best course is to delete this
I would suggest now that it is morning you have a serious discussion about this with him. If he is going though your phone messages, then he has some issues. I hope this gets sorted however