A gay man sent me an ambiguous message and my husband saw it. His parents also know, what should we do?

Explain clearly to your husband and say what you think. There is nothing wrong with you, but it doesn't mean you don't have to do anything. Even if you hurt that male colleague, don't hurt him too much. In fact, as long as you make it clear that your husband believes you. Don't do something unnecessary just to convince your husband and his parents.