OK, This is the answer. From Tag and Bink are Dead 2-issue comic.
An underground legend states that Calrissian was dating Ta-Mara and De-Hoff Greenley at the time, and was caught cheating on both sisters with the daughter of Senator Krystal of Malastare. Tag Greenley, who actually defeated the Norulac pirates, provided Lando with the alibi of being on Taanab, saving the gambler from the wrath of his sisters.
OK, no an official EU source, but a fun comic to read.
What Non-Star Wars movies feature three Sith lords?