All perfect praise be to Allaah, the Lord of the worlds. I testify that there is none worthy of worship except Allaah, and that Muhammad, sallallaahu ‘alayhi wa sallam, is His slave and messenger.
It was obligatory on you to cover up for your Muslim brother and advise him secretly. You should have explained to him that it was not permissible for him to meet with a non-Mahram woman in private and that by doing so he follows the footsteps of satan who wants to drag him to commit adultery and destroy him. Allaah Says (what means): {And do not approach unlawful sexual intercourse. Indeed, it is ever an immorality and is evil as a way.}[Quran 17:32]
As for informing your friend, there will be no sin on you if you did so for the purpose of seeking help to forbid evil, provided that you feel that your first friend insists on the evildoing and your other friend may positively contribute to removing it. In this case informing him will be part of changing evil, which we are commanded to do. If, however, he is of no benefit to this matter or your friend does not heed his words, then there was no need to inform him.
Allaah Knows best.