I would not quiver with embarrassment that only I knew she was someone I paid. I would say, I know her from work, or from university, college etc.
I've been in a similar situation, Anth. For 20 years or so now, some mates I used to go to football matches with & I have taken our wives/partners out for a meal in July. After Mrs R L passed on, of course, I went unaccompanied until about 6 years ago when I booked my then-Regular [now retired] for an Overnighter, commencing at this meal.
was considerably younger than the rest of us and much
fitter than my [non-punting] mates' wives, so there was quite a bit of banter [away from the ladies, of course] about how I'd managed to pull such a cracker. Before the meal, she & I'd agreed a "cover story" that we'd "met through mutual friends", so that was all I told my mates and she said the same to those of the mates' wives who asked. They never suspected anything else so it's a line I'd cheerfully use if I were to take another WG to any other function where friends might be present.
Having said that, I don't know how I'd have coped in the unlikely event of her being "outed" as an Escort.