It's my opinion that the THEY Desiree refers to is Terri and her legal team. I'm guessing it's the language has changed to "us" (3 parents & LE) vs. "they/them" for LE & these 3 parents ever since Terri lawyered up. IMO
I don't think she's talking about Kaine. Kaine may not be sharing with the press, but he's likely come clean with LE and thereby Desiree & Tony as to any ups & downs the couple has had. He's had to share - this is part of the study of the "realness" of looking for a hitman, looking for a way to hurt Kaine. My guess is Kaine has had to overshare and get real about what the heck went wrong in his relationship with Terri to send her off seeking revenge.
If there's truth to Terri's 1st husband using meth at some point, Terri may not have to look too far for criminal friends.
And my final thought is that if Kyron's disappearance is for revenge, she will have left Kyron to be discovered in a way that is particularly hurtful for Kaine. He needs to be thinking places that might be happy and meaningful to him. Places he might return to. Because you can bet she would head straight for it, just to destroy one more place for him.
Connect the dots. Last seen - perfect storm school event - murder-for-hire - cell pings - lies and more lies. And the ink connecting the dots is made of a deep dark hatred and the need for revenge.
IMO. at least for today.