It turns out Stewart unknowingly had Petraeus's biographer-cum-mistress on his show and missed all the hints.
If you haven't kept up with this story, which is of little importance except for its sheer goofiness, here's a chart to help you keep the main characters straight. Basically, it seems retired General Petraeus, who just resigned from heading the CIA and is married, had been carrying on with his also-married biographer, who in turn was sending threatening emails to a (married) woman she thought might have her own designs on Petraeus.
This second woman has acted as a sort of volunteer hostess for military events -- that part is murky -- and is an "honorary consul" for South Korea, which I gather basically means she helps Korean tourists. This came up because she very recently called 911 to complain about people on her lawn and told the 911 operator that her honorary consul position makes her diplomatically inviolable. (Actually, it doesn't.) She and her husband reportedly ran a cancer charity that spent donations mainly on parties, travel, and legal fees. But she did know General Petraeus, and in fact he had given testimony in her sister's custody battle with her estranged husband, who had held a fairly high post in the Coalition Provisional Authority in Baghdad, the organization that temporarily ran occupied Iraq.
Anyway, said second woman reported the threatening emails to an FBI agent she knew because he'd apparently been hitting on her and sending her shirtless photos of himself. The agent passed the report on through channels but continued to snoop around himself despite having been ordered not to, possibly having seen too many heroes do that in too many action movies. Reportedly he blabbed about the investigation to House Majority Leader Representative Eric Cantor (R-Virginia) (also married, I think, just to keep things consistent), hoping the GOP could use this tidbit in the election. I'm not sure why they didn't. Maybe it seemed so ridiculous they thought it was an obvious hoax. Or maybe Cantor couldn't talk about it without giggling.
Here's what baffles me: How in the world is amateur self-portrait photographer and former Representative Anthony Weiner (DIY-New York) not involved in this?