Going on his almost childlike ignorance of how the Real world works and how a person of influence might be easily set up for blackmail if they chose to cruise with people whose only function is to set up important people for blackmail… I'd reckon Prince Andrew is a small fish in the overall story.
If guilty, then yep, he should be sweating but I think even the British are mentally ready for his arrest if it came.
My point is, it wouldn't be a name to shock the World anymore.