First things first: talk to Miss Shell as soon as possible.  You need to find out where she was when she claimed to be with you.  It’s probably safe to trust her, but be a little on your guard.  The woman is a trained spy and assassin, and you can’t be quite sure that what she tells you is true. 

Since you have a decent (though fictitious) alibi and no motive to kill Mr. White, you probably don’t have anything to worry about with the Inspector.  If pressed, you might decide to tell him about Prince Maroon and your suspicion that he is a fake.  However, the more you say, the more he’ll ask, so it’s easiest to keep your story straight with your mouth shut.