To play devil's advocate, and I'm no big fan of Holly, but maybe, just maybe, she really didn't know much beyond maybe some vague gossip about Schofield. He probably wasn't flaunting his boyfriends/victims in the studio, and much of the interaction at work would be on camera, in dressing rooms, or in rehearsal/editorial meetings.
Unless someone said something to her, to tell her what they knew, then she may almost have been too close to Schofield to know what was going on at the periphery. Why should she know about his secret flat or escorts or MM? And if Schofield lied to her, and said there was nothing in it, then why wouldn't she believe him?
Then again, she will have friends outside the studio, people also in TV, who gossip. It's possible they didn't want to put her in an awkward situation by discussing it. It's possible she had an inkling but decided to suppress her concerns for the sake of herself and the show.
Schofield admits to having lied, we know he was lying, he lied to Lorraine that 'as soon as he knew, she knew [his wife]' and although his wife probably knew he was bi (his family probably have known since he was young) she probably didn't know about the secret flat or affairs or what was going on at TM. And he had power at ITV, there is no doubt about that. Huge power as one of their biggest, most bankable stars. He could have easily manipulated anyone and ensured that Holly was kept out of his sordid life.
I've learned one or two things about colleagues of mine that I only knew years later, even though people know they can be open to me about anything. Yes, some people are gossips, but many others keep mum and are uncomfortable just bringing random stuff up in conversations. In the case of TM, possibly at the risk of losing their jobs.
Edit.
Nah... I think I'm giving her too much credit.