My guess is, since your sister already knows unequivocally that her husband has been cheating, and she did not leave him with that knowledge, that finding out that he continues to cheat will not be the proverbial straw to break the camel's back, either.
He has apparently admitted to the affair, thus the "I want you... I want her..." dialogue. And if that admission is not enough for your sister to leave him, what will change if she finds out, yet again, that he's cheating?
If she really needs this additional little bit of proof to put her over the edge, have you considered 'tailing' him yourselves? Perhaps borrow a car he isn't familiar with from a friend or something and follow him on a suspected rendevous? Or have another friend do it? I'm not suggesting this is the best idea, but you could try it.