"My family all says they are shocked, and obviously I'm shocked," Jef tells PEOPLE exclusively about Mike, who vacationed with the Holms family, Maynard and Maynard's 7-year-old daughter Ricki in Myrtle Beach, S.C., last weekend. "But if everybody knew the history he had with our family, no one would be surprised."
Once again, an emotional Holm and Maynard denied the reports, which claimed that Emily – who accepted Jef's proposal on the season finale of The Bachelorette – had sent steamy texts to an unidentified man, leading to a huge argument with Jef during a family vacation. "This whole story is 100 percent false," Holm reiterates.
"I like to give Mike the benefit of the doubt and think he's changed, but obviously he hasn't. He has a history of doing hurtful things to the family," says Holm. "He's been cut off from a lot of family things because he's so dishonest." Mike Holm declined to comment to PEOPLE.
After the cheating reports first surfaced Wednesday, Holm says, "I called every single member of my family and asked them if they'd done anything, and he promised me he hadn't."
Now Holm is wondering what steps to take next. "It's so disturbing to think that a family member would do this. Even so, he adds, "as hurt as I am, I love him and I love my family."
For much more about Emily and Jef's ordeal, including Emily's reaction and how Jef's family is responding, pick up next week's issue of PEOPLE