As much as I want it to be the first option, I think he’s probably going to find out by catching them, and being the very last one to do so, a la Ross in Friends finding out about Monica and Chandler.
Still, the storyline has surprised me at times, so while I do expect it to drag on and for pretty much every person on the street to know before he does, maybe in some other suitably dramatic moment like Kate getting hurt or whatever, he’ll find out.