Name that Book - Falls in love with Brothers friend/Sex Club :)

SOLVED: TO SCANDOLOUS TO WED BY ALEXANDRA HAWKINS..Historical Romance. Heroine has been in love with her brothers best friend for years. She is from a large family with both parents in story. Annual Holiday party. They "sleep" together. He has secrets. They get engaged. Brother, or brother-in-law tells her how to find him, or takes her to where he is...At a sex club for aristocrats. Men dress as priests/friars and prostitutes as nuns. She catches him with "nun" in sex act :) Runs. Her illusion of him is shattered and she is disgusted by him. There was a gentleman who wants to marry her/villain her. She wants nothing to do with him. In the end I believe hero gets shot trying to protect her from villain - outside cold of winter. Of course he lives and she forgives him.
I think at the begining the heroine might have sought advice from madam (but this part could be wrong in my memory)......Author I believe is a well known author in historical romance....older book, not brand new. Believe they also went through with wedding before the end.