Without confirmation from key stakeholders, it is difficult to know if Skeet and his girlfriend are right.
However, the fact that Lili and Cole are not in confinement together had already started the rumors, Skeet's statement only adds fuel to the fire.
Lili would have stayed in Vancouver where she spends time with her dog and in nature, while Cole is in Los Angeles where he grows a strange mustache and he "rocks" his natural blonde hair.
The last time we heard from Lili and Cole was when Cole denied rumors of infidelity and Lili came to his defense. This story seemed to indicate that they were still a couple, but nothing is certain!