Meaning of "fall guy" relative to "scapegoat" and "martyr" in article context
"Fall Guy" is someone who takes the fall for someone else. This can either be knowingly and willingly, in which case it would be similar to martyr, or it can be unknowingly/unwillingly, in which case it would be similar to scapegoat.
The article you linked to suggests that Cohen is publicly acting like he fully supports the president and that neither of them did anything wrong, but in private has expressed that he is worried he will end up being the "fall guy" for Trump.