How can a group leader safeguard members involved in loan fraud?

One of the women in the self-help group collected the loan EMI amounts from the other members to pay the loan but instead pocketed the money and refused to provide the records. The loan amount was transferred directly to each member’s account. This person was responsible for depositing the collected EMI amounts into their accounts. Now, the group members are asking the group leader to pay, as the lady can’t pay. How can the group leader safeguard them legally, as they were not involved in this?