To the best of my recollection, this is not covered in the story, either explicitly or implicitly.
I figure there are three likely scenarios:
1. They are still together - there is nothing I can think of seeing that precludes this possibility.
2. They split up due to general issues - the cheating in S1 could be the cause, or indicitive of greater problems they were having, leading to their separation.
3. They split up due to his obsession with Sherlock - if this was strong enough to cost him his job, it is feasible that it could have also cost him his marriage.
But unless there are details I am not recalling, this is really not addressed. And is of relatively no importance to the story itself.