Ethics check: what should they do if exposing a murder will expose them?

While painting a ceiling the TV was on for background noise and there was one of those quasi documentaries of some past murders perpetrated by a serial killer. The murder had the authorities baffled; they know the type of women he liked to kill but no pattern as to when and where. The authorities had only a partial description of a car they believed was the killer. A woman ended up murdered and a witness who seen the news release of the possible car of the killer called the cops to say he seen it and a person in the area of the murdered woman, he was reluctant to truly get involved because he was at the deserted location with a married woman he was cheating on his wife with. Seeing he had a description, even a partial one, of the possible murderer, what should he do, come forth and give the authorities all he knows even if it would expose his infidelity, or should he remain silent or give info that is not truly helpful to keep his infidelity hidden? If he refused to be of help, should she give up all the information even if her infidelity was exposed to her husband?