We've dealt with this in the past. We are a quad of two couples and that at times has led to no privacy. Not all of us have felt that the relationships should be, or are, completely separate in some ways.
Gator asked specific questions about everything. Well, I don't tell Tech everything about what goes on with Gator and I didn't feel that I should be made to tell Gator everything that went on between Tech and I. I have two different relationships.
Generalities have never been an issue for me to tell. And now that I don't feel I have to tell specifics all the time, I do elaborate on some things voluntarily.
The way you describe things, I don't feel that you are asking too much. And, truthfully, if she were interested in the relationship with your husband, she could have asked for this to be addressed between the three of you.
Don't take this upon yourself.