Why has Sarah become the focal point in this? Andrew is the one with the dubious friendships - I don't really see what Sarah's extra marital affair has to do with that
They have always maintained a strong friendship throughout the marriage and divorce and have continued to live together at times - she has chosen to stand by him at this time - if the allegations are proven, she may well feel differently.
His dubious connections have been his downfall here and his reluctance to talk to the FBI is telling plus THAT interview did him no good.
He will, I am sure, be causing the Queen untold embarrassment. This kind of thing is pretty damaging to the monarchy even though she has taken steps to distance him from official Royal duties.