I would follow my gut instincts on this. If you feel something is wrong, then no matter what your husband says, until and unless he can thorougly explain himself, his actions and allow you total access to his communications with this woman, I would not trust him. If he has nothing to hide, he would not be hiding anything, his actions would match his words.

Also, I would not accept that my husband would have a female friend I did not feel comfortable about. I would do the same for him. What is more important, your marriage or his friendship with this woman? If he says he is no longer friends with her, what is it that is telling you that this is not true? If he were truly committed to your marriage and you were his priority, his words and actions would leave no doubt in your mind or gut. If something is telling you things are "not right" I would respect that and be suspicious.