The actors were twice pictured arriving at a heliport in Battersea, south west London, last week, just one month after they dined out around Valentine's Day.
The Hollywood star, 62, appeared in great spirits as he beamed while walking in step with the Cuban born actress, 36, after a day at the Longcross Studios.
Edvard Smith is thought to have gunned down Lisa Smith, 43, when she was with a female friend when killed outside the Three Horseshoes pub in Knockholt, Kent.
MailOnline revealed the I'm A Celeb and Strictly stars' romance was over on Valentine's Day, as Maura lashed out by claiming Pete was 'probably cheating'.
Lehmann, who joined Juventus alongside her boyfriend Douglas Luiz last summer, is currently out of action with a thigh injury and has used the opportunity to advance her career in fashion.