Being loyal to a friend doesn’t mean being loyal to their lies.

People and their behaviour can be held apart, and most arguments about loyalty come from refusing to try. You can want somebody to be all right, defend them against people being unfair, and still decline to repeat something you know is untrue. Backing the lie is not extra loyalty. It is loyalty pointed at the wrong object.

Asked to confirm something that did not happen, you can say you would rather not answer for somebody else and let the question go back where it belongs. Tell your friend afterwards so it is not a surprise. Standing beside a person and standing behind their story are two different offers.