23-Year-Old Son Seeks Advice as Father Engages in Affair After Mother's Death

After my mother's death, my father (54 years old) is involved in extra marital affair with an unmarried neighbour girl (25). Nobody knows about their affair except our family. Me (23) & my sister (21) tried our best to make my father understand that this is not the right time to do all these things, but he is not listening to us & not ready to understand. It seems useless for him to have affair with her because there is no future of this relationship. Age gap is also huge. Her parents also don't know about it. Neither we can tell about it to them, because they will target our family & ruin our life. They can also file police complain against our whole family if they gets to know about it. I am sure they will also deny this relationship. Took our relatives help too, but it didn't work. Don't know what to do. Can you please help ??