I really wouldn't worry at all, she sounds completely normal and I'm sure all kids do this at some time or other. I personally wouldn't label this 'stealing' iykwim, it's more experimenting...as you say, take them back together so she sees the right way to do it, I think asking her to do it on her own was asking alot actually, so I think the fact she still had them is not surprising - she just needs you to be with her for that bit!
I'm sure what you've had to go through in the past has made you quite understandably view this a little too seriously.....
Actually I think the only actual issue here is what your ex is saying to her, why ON EARTH do adults involve children in this age inappropriate way, that is far far too much information for her - the poor girl not only has to deal with her parents separating but also has to learn at such a young age that her dad has done something 'bad' and 'wrong' which will rock her even more... it's so so hard to learn that parents aren't perfect at any age let alone 5!
I know you have tried to deal with this with him, but I'd try again, maybe a heartfelt letter to him if you think he won't listen to you - just tell him what she's saying about being like him and ask him to answer her questions differently in the future.
good luck, but don't worry about her.