Secrets and lies are a key part of Investigative and Legal gaming.
It is very tempting to play a Moral paragon (and complete bitch) like Lady Cecilia but we must remember these are human beings not cartoon characters. They have their failings like all of us.
They may be very small indeed but they're still there and if they become public knowledge they can destroy Characters.
She may be innocent but having adultery allegations hanging over her while pregnant is not doing dear Lady C any favours.
Imagine if Havelock managed to dredge up some indescretion in the dim and distant past.
She'd lose all credibility in the witness box and would be an easy target for blackmail.
Again don't ruin your Character for the sake of it just make him or her a little human and give them a little slip up in their background that could tear them apart.
You won't regret it!