There's two biographies that I know of - one by Dick Porter, the other by Ian Johnston. Neither of them are much more than fan-pieces though.
Of the two, Porter's book goes into a bit more detail about their relationship. I don't remember it mentioning any instances of infidelity or jealousy but, as I said, the book really isn't that indepth about anything. I believe that Jeffrey Lee Pierce was in love with Ivy for a while ('For the Love of Ivy') but that it was unrequited. Other than that I don't think there's much scandal with them.
I used to know someone whose band went on tour with them during the 80s and he told me they were almost absurdly normal offstage.
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