The daughters of the disgraced former Duke of York are “putting pieces of the puzzle together” regarding his past actions, a source tells PEOPLE

Princess Eugenie, Princess Beatrice and former Prince Andrew in 2016.Credit : Alan Crowhurst/Getty

Princess Beatrice and Princess Eugenie are navigating renewed family fallout following the arrest of their father, the former Prince Andrew.

Andrew was arrested on Thursday, Feb. 19, on suspicion of misconduct in public office — the latest development tied to scrutiny of his relationship with convicted sex offender Jeffrey Epstein. The disgraced royal has already been stripped of his titles, including prince, and earlier this month was forced to vacate his longtime Windsor residence, Royal Lodge.

Beatrice, 37, and Eugenie, 35, have maintained their relationships with both Andrew, 66, and their mother, Sarah Ferguson, during their Epstein-related fall from grace, inviting them to low-profile family events and spending time with them privately.

However, in the wake of their father’s arrest, a source tells PEOPLE, “They’re trying to stay away from it. They have young children, and this is their grandfather — their focus is on protecting their own children from this.”

Princess Eugenie, Princess Beatrice and former Prince Andrew in 2022.Paul Grover/Shutterstock

Beatrice married Edoardo Mapelli Mozzi in 2020. They share two daughters, Sienna, 4, and Athena, 1, and Mapelli Mozzi is also father to a 9-year-old son, Christopher Woolf, from a previous relationship.

Eugenie, meanwhile, married Jack Brooksbank in 2018, and the couple share two sons, August, 5, and Ernest, 2.

In addition to protecting their families, the source says, “they’re also putting pieces of the puzzle together in real time and realizing they may have been used.”

“That has to feel like a complete betrayal. They’re heartbroken — but a dad is still your dad, and a mom is still your mom. Love for a parent isn’t a light switch. It’s an incredibly painful and introspective moment for them,” the source continues.

ex-Prince Andrew, Princess Beatrice, Sarah Ferguson and Princess Eugenie attend a wedding in 2012.David Hartley/Shutterstock

The U.S. Department of Justice recently released thousands of pages of evidence related to their federal sex trafficking case against Epstein — who died in prison in 2019, before he could go to trial.

Included in the documents are many emails between Andrew, Ferguson and Epstein, some of which make mention of, or even include photos of, their daughters.

In one, from March 2010, Epstein asked Ferguson, 66, about arranging a tour of “Buckingham” led by her or one of her daughters. At the time, Beatrice and Eugenie would have been 21 and 19, respectively. In another, from April 2011, Sarah said Beatrice was a “witness” to her phone call with a journalist, in which she infamously walked back denials about her relationship with Epstein.

In some of the emails, Ferguson allegedly makes plans to bring her daughters for lunch with Epstein. The initial exchange is dated July 27, 2009, just five days after he was released from prison after serving 13 months for soliciting a minor for prostitution and soliciting prostitution.

Princess Eugenie and Princess Beatrice.Princess Eugenie/Instagram

A week later, Ferguson appeared to reference the lunch in another email, dated Aug. 3, 2009.

“I have never been more touched by a friends kindness than your compliment to me in front of my girls,” she said. “Thank you Jeffrey for being the brother I have always wished for.”

Andrew was released from the Aylsham Police Station in Norfolk after about 11 hours in custody. The Thames Valley Police issued an updated statement confirming a “man in his sixties from Norfolk,” had “been released under investigation.” He was photographed in a car, being taken back to Wood Farm, located in King Charles’ Sandringham estate, where he recently moved after being forced to surrender the lease on his longtime Windsor home, Royal Lodge.

As for Ferguson, her whereabouts are currently unknown. Following their Royal Lodge eviction, a source told PEOPLE that she planned to move into a separate home and “forge an independent life.”

As of late last month, PEOPLE understood that Ferguson planned to spend time abroad as she considered her next moves. A representative for the former Duchess of York had no comment as to her current location.