Big mistake you did ‘catching them and leaving them just like that’ and on top informing her parents about their daughters extra-marital affairs.
Now evidence are difficult to come. However do one thing give them ‘free’ time and you close your eyes which will encourage ‘her’ to experiment again and this time when they are in your bedroom close the main door silently and ring up # 100 and let police come and ask them questions what they doing in your bedroom? At that time press charges and RTI call details of your call made to # 100 and you have better case in hand making him prime accused and your wife co-partner no. 2 in petition for divorce under adultery charges.
Install IP based mini spy cameras in your drawing room - kitchen and bedroom and while sitting at your office you can record their activities on a spare un-tampered HD and produce HD as evidence of her adulterous nature to seek divorce with no alimony.
Also daily invest time here in reading discussions on S. 125 CrPC + S. 498a / 406 IPC, DV Act as these are the cases which you will expect very soon from her – her side if already not filed by her father!