Maybe they could provide alibis for each other without being seriously considered as suspects? Or without being seriously considered for very long? Their stories corroborate with someone else's or some detail comes to light immediately after they're questioned which makes it obvious that neither of them could have done it - like the estimated time of death is changed.

Peter and Alleyn could just be tied up elsewhere in the country with other cases. It'd perhaps depend on how quickly the case gets solved and how much the press knows. I could see Troy and Harriet both deciding that, under the circumstances, not to worry their husbands right now.