Swoned: You have listed a number of red flags. It might be helpful if you could provide a little more information concerning the details of these flags.
Let's start with her affair with a married man. Did she express shame and regret to you for getting involved with the married man and how doing so severely compromised her principles? Simply not wanting to break up a family as a reason to stop the affair makes one think that having an extramarital affair is no biggie if the betrayed partners don't find out. Did you discuss her behavior at any length or was it swept under the rug?
Her reluctance to have you join her at her gym is extremely problematic. She is your wife. I see couples all the time at my gym. In a word, her attitude makes no sense. There is no reason on earth that your presence should hamper her workout. You can be at opposite sides of the gym doing your own thing. Sorry, but gyms are notorious pickup venues. This just smells. No need to tolerate it. Tell your wife that you wish to spend more quality time with her and that would include going to the gym together. Any reason she gives you for not wanting your presence at the gym is bullshit. Tell her none of her reasons make sense and that you are going with her from now on. DO NOT be afraid of her. Again, she is your wife, not some girl you are just starting to date.
How has her focus on work changed? Also, how has her cell phone activities changed and when did you first notice it? Do you have her passwords to her electronic devices?
Finally, what type of cosmetic procedures is she contemplating? Is it simply Botox injections? I know women in their 30s who are doing it. Is it something more severe such as a boob job? My ex had it done while she was having her second affair. I smelled a rat then. I was right.
It is crucial that you get yourself in tip-top shape physically. Definitely lay off the booze. Also, aside from the red flags, have there been any changes in how the two of you interact? Is she still loving or is she growing distant?
This is a fine line to tread but you don't want to come off as a suspicious, controlling husband nor do you want to be kowtowed by her behavior. Exhibit strength, fairness, and a no-bullshit attitude. Make it clear to her that you will not tolerate any type of shenanigans. Don't just say it, make sure she understands it. Reclaim your power. That is where getting in shape and stopping the use of alcohol comes into play. Your wife is into her looks and physical fitness. Right or wrong, she probably expects the same type of dedication from her partner.
My last bit of advice is that you save some money that you can discreetly put toward a PI down the line if it becomes necessary. You may need his or her services very soon.