The Rose rumour started in March 2019 with Dan Wootton in the shit rag that is The Sun, where he had a showbiz column for before moving to GB News. He had a history of absolutely hating William at the time. It started with a story of a falling out between the two women and division within their circle, and the conjecture as to why inevitably led to the affair rumour. It circulated in the press both sides of the Atlantic, but quickly died over here because some of the subjects in the article threatened libel - namely Rose's brother who had been quoted in it and, allegedly, William himself. However, the story did not die in the States or on SM.
Hadley Freeman of the Guardian put out a tweet asking what was going on, saying she was a gauche, clueless American and asking someone just to spit out whatever coded messages were being made. Giles Coren - later admitting he was drunk from a boozy lunch - tweeted back that, yes, it's an affair, everybody knows about it "even us Jews" is what he said. A couple of years later he admitted on Instagram that the whole thing was a compete fabrication and that he did not know or run in the circles of the people involved. But too late, because it was picked up by others on SM as a now substantiated rumour, and the whole thing snowballed. Gossip columnists, including Laineygossip picked up on Coren's tweet as being from a blue tick and an establishment/in the know type (even though he knew fuck all, never mind the people involved).
In particular, someone called Nicole Cliffe, a Meghan Markel fan, picked up on Coren's tweet and provided her own long editorial on the matter on Twitter, saying that the affair was the real reason for William and Harry becoming frosty - nothing to do with Meghan, everything to do with Harry being upset that his brother would cheat. She's another blue tick, so this was picked up as authentic and authoritative, and repeated over and over by the people in whose interest it was for this made up theory to be true. Coren and Cliffe became the sources for the "truth" of the rumour. When Giles Coren recanted a couple of years later on Instagram, Cliffe also did a reverse ferret, saying she was a private person with no special information or direct knowledge of what she had written, just a theory. So the two principal SM sources of the rumour basically said that they respectively made up a drunken lie and made up a fantasy story that favoured her favourite royals.
So in short: The Wooten story didn't stand up to a threatened libel action, Coren was lying whilst drunk, and Cliffe made up a "theory" completely out of thin air. And this, members of the jury, is the evidence of the alleged affair.