I don't have secrets, only confidences.
A confidence is what happens between two people, and doesn't happen to be anybody else's business. The default thought here is, what would be the reason to tell this? Or, if questioned directly on it: questioner! What is your claim on this knowledge, again? If idle curiosity, then I don't mind declining. Your innocent question was only idle curiosity, after all! How could you mind my respectful decline? After all, there are no "too personal" questions, only a too personal answer - but that would be the answerer's fault. They were asked, not coerced. The principle "grow up" applies.
Now, if there's a reason cited - okay! Let's weigh our options and the first is, I'll be happy to tell person A that you're asking, that the reason you give (which I'll share) seems reasonable to me, and that I'm going to tell you. Unless of course person A has a strong and specific suggestion, such as "I just don't care for it. That reason doesn't seem very compelling to me."
Which of course ends up in an impasse, where I have to go back "hey buddy - no dice. You're welcome to ask her yourself?"
In practice I don't end up with any conflicts of interest, I find.