It sounds harsh, but I am going to be honest.
1) This woman doesn't care about you. Club's like this are predatory for both parties. Women go there to service clients, make money and not to build relationships. They want to encourage this in order to get more cash.
2) Their relationship is problematic, otherwise she wouldn't be doing this. It's not healthy but it sounds like there is co-dependence going on here. These relationships carry on because both are to scared to commit to a break-up, even if it is healthier.
3) The police? Boyfriend is just using you to get evidence to empower his position in their relationship. If he goes to the police, he will go to the police. You are just sharing more evidence.
4) Look back at your answer and all the financial commitment you have made for someone working in a brothel/strip club. Do you think that sounds normal?
Leave the whole mess behind you. If you do this again with someone else, don't get emotionally involved. That's been your mistake here.
Sadly I have to agree. Lets just say I have seen this played out many many times as a frequent ex-visitor to these places.
You are a source of cash for her. She may like you but her world is a mess as BK stated. You are the odd man out...they are co-dependent and will turn on you with a united front if they feel threatened.
This emotional roller coaster will continue if you keep contact with her or him. Best to cut ties...hate to say it...but there are less emotionally damaged goods out there that will appreciate you for who you are.