What to do if police threatens me?

I had an affair with a married woman for seven months, but she suddenly left with a third person. Now, her husband has filed a missing person report, and the police are threatening me, sharing my details with her husband. Sir, I really don’t know where she has gone because she was unhappy with her husband, and she knows I am unable to accept her as my wife. The police are questioning me about her due to our chats and calls over the past seven months, but I truly don’t know where she went.