Mystery surrounds the whereabouts of former Duchess of York Sarah Ferguson after the extraordinary arrest of her ex-husband Andrew Mountbatten-Windsor.

Police raided the disgraced former prince’s home at Sandringham on Thursday night (AEST) and took him into custody on suspicion of misconduct in public office.

Mountbatten-Windsor was questioned over claims that he sent confidential government trade reports to the late convicted sex offender Jeffrey Epstein in 2010 while the then prince was a British trade envoy.

No charges have been laid, and he was later released, with a photo showing him looking shellshocked as he slumped down in a car being driven away from a police station in Norfolk.

The former prince has come under increasing pressure over his links to disgraced financier Epstein following the US Justice Department’s release of more files and disturbing photos that appear to shed fresh light on their relationship and led to King Charles stripping him of his remaining titles and booting him out of his Royal Lodge mansion at Windsor Castle.

Ferguson’s name also appeared in a number of emails exchanged with Epstein after his 2008 conviction for prostituting minors. In one, she described him as “a legend”, while another thanked him for “being the brother I have always wished for”.

According to the UK tabloids, she has not been seen in public since attending the Duchess of Kent’s funeral on September 16.

The Sun reported on Friday (AEST) that Ferguson – who has remained close to Mountbatten-Windsor since their divorce in 1996 – was understood to have left the UK soon after her ex-husband was evicted from Royal Lodge, where she had previously been living with him.

The newspaper said she was now believed to be “laying low in the United Arab Emirates to avoid being seen”.

Andrew is the first senior British royal in modern history to be arrested.

The Daily Mail reported last week that Ferguson had also spent time in the French Alps with friends, and then in Doha, Qatar, with her youngest daughter Princess Eugenie, who was attending an art fair there for work.

The tabloid claimed Ferguson was looking for a new PR team to represent her as she planned her return to the UK, but had made it clear her future would not include her ex-husband.

Ferguson – who is also alleged to have had financial ties to Epstein beyond the sum she admitted accepting from him to settle debts – has not responded to revelations in the files. However, the most recent claims led to the closure of her charity, Sarah’s Trust, earlier this month, while six companies linked to the former duchess are also being wound down.

Even before Mountbatten-Windsor’s arrest, the couple’s daughters, Beatrice and Eugenie, were reportedly becoming increasingly mortified by the stories of their parents’ relationship with Epstein, with suggestions the sisters planned to break with tradition and give a tell-all interview.

On Friday (AEST), the UK’s Telegraph newspaper said Beatrice and Eugenie were understood to be “in a state” following Andrew’s arrest.

A source close to Ferguson also expressed concerns for her mental health amid the fallout from the Epstein scandal.

“This is catastrophic for her and the girls,” The Telegraph quoted the source as saying. “She seems to be doing her best to put a brave face on it. Her desperation for money was clear stupidity but does that equate to what she’s going through now?”

King Charles released a statement after Mountbatten-Windsor was taken into custody, expressing his “deepest concern” over the news and the suspicion of misconduct in public office.

“Let me state clearly: The law must take its course,” the King said.

Police officers outside Wood Farm where Andrew Mountbatten-Windsor was arrested. Photo: AAP

Meanwhile, the family of Virginia Giuffre, who alleged she was forced to have sex with former prince Andrew when she was 17, said his arrest has lifted their broken hearts.

Although Mountbatten-Windsor’s arrest was not related to sex trafficking, Giuffre’s brother Sky Roberts described it as a win for survivors of Epstein’s web of abuse.

The former prince has always denied the allegations by Giuffre, who died by suicide in Australia last year, but reached an undisclosed settlement with her in 2022.

Asked about the arrest on Friday morning, Australia’s Health Minister Mark Butler echoed the King’s statement that the law needed to follow its course.

“What a fall from grace,” he told Seven’s Sunrise program on Friday.

“A man we knew for decades as Prince Andrew, His Royal Highness, is now just a man in his 60s from Norfolk.”

Butler said his thoughts were with the girls and women caught up in the “hideous network of powerful men” organised by Epstein.

Deputy Opposition Leader Jane Hume also described the arrest as “an extremely disturbing fall from grace”.

“The misconduct in public office is a very serious allegation,” she told Sunrise.

“We should let the full course of the law take its place, but it’s also a reminder that nobody is above the law.”

Independent MP Dai Le said it was “shocking” to see the former prince in police custody, while Labor party president and former federal treasurer Wayne Swan said it was important the rich and powerful were held to account.

“I think in society these days, there’s a suspicion that that the powerful and the rich get away with a lot and everyone else can please themselves,” he told Nine’s Today Show.

“So I think many people will be surprised with this turn of events.”

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–with AAP