Good grief. First off, why on earth would you intentionally perpetuate this completely unhealthy situation? It sounds to me like you and Sally are in some weird type of competition with one another and it is not serving either one of you well. Equally, neither of you is behaving like women who have respect for themselves, to say nothing of others.
Among other things, you ask “should you be offended that Sally doesn’t trust you with David?” Are you kidding? No, you shouldn’t be offended. You should be honest with yourself and admit (if only to yourself) that her instincts are correct… Regardless of whether or not she has the right to behave in the manner she is … She’s correct. More, you cannot be trusted with David, because your motives are not sincere… nowhere did you express genuine feelings for the guy. You are considering “getting into things” with him for all of the wrong reasons. It is immature — in addition to a host of other unattractive descriptives I could use. Frankly, you seem like a bright woman and you know better.
My advice is for you to pretend you are not the person who wrote your post, and to reread it. Now, what advise would you give to someone in your situation — assuming you had no involvement?
I recommend you take a good look in the mirror and ask yourself why you are even involved with this? Why are you even considering “starting things” with David as opposed to starting things with someone else — someone completely unconnected to this ridiculous situation. There are plenty of men out there. Take the high road and start acting like a woman who has respect for herself and others. Grow up, start acting like a lady and move on.