The couple, who got married three years ago in a whirlwind Las Vegas ceremony, have been living virtually separate lives for months.
Her gruelling schedule over the summer included a starring role in West End production The Pillowman, while he was back home in New York.
But while it is no strange thing for the rich and famous to spend lots of time apart because of their busy workloads, Lily has stirred the pot by unfollowing her other half on social media.
An insider said: “Lily and David have barely been together for the past three months and have been living separate lives.
“When she was in London for the Pillowman, David was spotted at one performance in July before Lily was left by herself.
“In her downtime, Lily would be with mates in London or her kids. When she went back to the US with them, there was no sign of David.”
Lily and David were photographed together last month at a W Magazine party in New York.
The pair had grins plastered on their faces as they posed for photographs together as a couple.
The snap was the first time they’d been seen together since July when he watched her perform.
Fans bombarded Lily with messages about the state of her marriage over the summer but she made light of their concerns.
When asked in August if they’d split, Lily, who has two daughters with ex-husband Sam Cooper, said: “Yes, I am divorced . . . from one marriage.
“But I am also in another marriage currently.”
Given Lily doesn’t have much on her plate at the moment, she has clearly been twiddling her thumbs, with one handily landing on the “unfollow” button on David’s Instagram account.
Call me a cynic, but seeing as Lily’s workload has dried up for the winter, getting everyone all worked up about the state of her marriage could be a clever way of keeping the spotlight on her.
And I wouldn’t put it past her.