Hi Ella,
There are a couple of options to consider :
1) I assume you are saying that the connection is being reported via thruelines/common ancestors ? If so then these are based on peoples trees, rather than DNA directly. So its possible there is a set of incorrect trees somewhere assigning both yours and your matches relative to the 1st wife, which is then screwing up the relationships. I have a number of 'common ancestors' which have been suggested and when i have looked at the matches tree they are totally different (i.e. tree shows A descended from B, who descends from C. but the suggestion shows A, B, and E as the path).
2) Have you made a mistake in your understanding that the 2nd wife is you relative rather than the first (or even the other way round) ? Not knowing the circumstances of change in spouse, is there anyway both of you could come from the same wife. Whilst you mention having DNA proof to the 2nd wife, could others have also problem with having the incorrect one. Based on what you have said, i think this is an unlikely option, but when you rule out the possible options, you are often left with the improbable ones :-)
Richard