My son may of been ually abused, how do I find out?

I've got reason to believe that my 4 year old son may of been ually abused by another child. Me and my wife are in the middle of a divorce, have to refile paperwork and start again, there is no leagal precidence over who has custody just a verbal agreement(hers not mine) I know the laws in arizona, she being the mother, has full custodial rights over mine. But anyway, shes had him since January, i just got him back after a long bartering process around june 14. Hes barley been with me for 2 months and ive noticed odd behavior, like touching himself and grinding on things, to which i questioned his mother about and she says hes never done anything while shes had him. I figure maybe just curiousity, experimenting with his body. But last thursday my sister was watching him. She took him with her and her son to a friends for a playdate. My son went to the bathroom. Called out that he didnt have toilet paper, so my sister got some form the other bathroom and went to where he was. When she opened the bathroom door she found him in there with another child, younger than him, and he was touching his privates and trying to get the younger child to touch his. My sister stopped them, sat them down and told them about how your privates are a place that nobody else touches, and its not right to do things like they were. I came home early form work and talked with my son. I asked him alot of questions calmy, making sure not to worry him or scare him because of my apparent concern with what happened. With out giving him leading questions, or setting him up for answers, i talked with him about what happened and asked about how he knew about that, and why he was doing it. He told me "someone do that to me", he told me "i'll get hurt" when i asked who did it, "someone tell me that, they will hurt me if i tell" is what he said when i asked what he meant. Hes very smart for a 4 year old, but i dont think he could of just made these things up, or would of just said them for no reason, and given his behavior. His mother has denied ever seeing any of the behavior, and has claimed to of had no incidents. I informed her of what happened but she seemed reluctant in anything, as if this wasnt something important. There is a child that lives with her in california. Based on what my son has said, if something happened it happened "at the big blue house" what he calls his moms house in california, with "a bigger kid". I need help. I need to know where i can take him to find out if anything has or hasnt happend to him, and if this is enough to do something to prevent him from going back there. I dont want to take him from his mother, but i do want to protect him and make sure hes not left in another situation. CPS told me that the complaint has to be against the mother not a child. They cant do nothing otherwise. I dont want to make a complaint against her if she is truly unaware of things. But the facts based on what he said, which i dont think is a story he made up, it happened in her care, and want to protect him. CPS says she can come and get him unles i file protective paperwork. I need advice and help, please, im a very concerned, and distraught father that is overwhelmed by the depths of this situation.