Is any problem for me if police catch my gf...

Starting with the expired stay, your friend may be subjected to a fine and then deportation if she exceeds the length of stay and the grace period, which is 30 days from the date of expiry of the stay.
As for your arrest in a hotel without a legitimate relationship between you, it is possible that you will be exposed to legal liability and may reach deportation if the court rules that you convict you of the crime of prostitution.
Therefore, we recommend that you hire a lawyer to conduct the legal procedures on your behalf