Whilst I completely agree that cousins can have sexual relationships, we all know or are aware of the saying "hell hath no fury like a woman scorned", If I were in your position I would drop them right in the sh** and tell her, but that's just me and I say that from personal experience.
Ok, granted the person who did it to me didn't do it with her cousin but the guy was the brother of a mate of mine and we weren't married nor was the guy she did it with,, however, the biggest eff up they made was that they went and did itand were heard by my neighbours at the time as this was back in 1998 not long after the birth of my eldest daughter.
I was told by my neighbours what was going on when the saw me approaching where I lived at the time but what my kids mum did not realise at the time was that 1 of the neighbours who heard what she was upto, was 1 of her 5 sisters and to say the least, the sister was not happy with what she'd done to me. Worst of all, the bed was mine as it had previously belonged to my nan. It was heavily cleaned down from the top and bed sheets were binned ad I didn't want to sleep on sheets they had used.
Bit of a minor digression I know, however, the point of this is that if 1 part of the couple is not happy and intends to move on, the kindest and best way to go about it it to END the current relationship before proceeding with a new relationshis.
All too often, its the case of 1 half of a couple gets unhappy fir whatever reason and decides to embark on an affair BUT the person committing the infidelity has absolutely no idea of the repercussions of that infidelity and wherher you all think this is old fashioned or not is irrelevant, the point is if you want a new relationships END the current site 1st before you do anything.
Simples.