Histrionic Borderline Narcissism Sex Sharing and Siblings

I met my very attractive, uninhibited 50 yo (histrionic-borderline) narc gf online and we agreed to begin a monogamous relationship; a man's dream---she does it all yet exhumes a respectable-girl demeanor. She and her slightly older (not nearly as attractive) sister live together. 3 months later, her sister and I (individually, on our own) discovered my gf cheating having a hot n heavy, incredibly stealth affair---with her sister's boyfriend(!) The affair had started rather immediately after they (sis and her bf) met online as well, not long before I met my gf (and continued to the affair until this day). Naturally, we (me and her sis) were both (individually, on our own) floored and devastated. It eventually became obvious they (my gf and her sister) have reconciled and have teamed up (protecting each other) as they BOTH deny to me that anything is going on and they BOTH continue to see him separately AND together at times. Can someone tell me what is going on here???