As I argued before--as the police should have argued all along--why did Lord Arthur deliberately accuse an innocent man of murder if not to shield the guilty one?
"Remember, Lady Arthur may have been discovered; the man, George Higgins, may have caught sight of her before she had time to make good her retreat.

His attention, as well us that of the constables, had to be diverted.

Lord Arthur acted on the blind impulse of saving his wife at any cost." "She may have been met by Colonel McIntosh," argued Polly.
"Perhaps she was," he said.

"Who knows?
The gallant colonel had to swear to his friend's innocence.

He could do that in all conscience--after that his duty was accomplished.