Counsellors personal vs professional loyalty

You are working as a counsellor, and accordingly attend regular group supervision. However during one supervision session a colleague Jane arose an issue of confidentiality which puzzles you. Jane has been working with a client James for a while now and he has recently confided in her that he has begun having an extra marital relationship. James also mentions that both partners are unaware of the non monogamy and he has no intentions of telling either of them. However during the conversation he also happened to mention the first name of his new girlfriend and some of their date activities. This caused Jane to come to the realisation that the “other woman” may be a close friend of hers, although with limited amount of detail she is about ninety percent sure. Jane is now feeling conflicted between her professional obligation to uphold confidentiality for her client, and her personal obligation to uphold loyalty to her friend.