HASTINGS IS NOT LIVING WITH STEPH.
She literally came to see him and said “it’s HMRC, you didn’t call me back”. If they were living together there would be no need for this trip!
I will repeat myself - Steve spotted that encounter from the balcony and is therefore suspicious that Hastings gave Steph the missing £50k (which we the audience already know from the end of series 5). He was asking leading questions about the house, the expensive TV and the pricey sports channels because HE SUSPECTS she got money from Hastings and he is trying to prove it.
Steph was dismissive and evasive because she knows both she & Hastings would be in a lot of trouble if this is found out. She could well be living with a man but it’s not Hastings, and that wasn’t what Steve was trying to ascertain!