Agree with above... Halloween soon, there'll be Zombies everywhere!
All you can do is answer their questions, tell them it's not real, occasionally enjoy the conversations.
My boys talk about Zombies a lot. The discuss the methods for killing Zombies, my youngest often gets it wrong and my eldest will say "Nah that's VAMPIRES that hate silver" and which point I usually chip in and say "You're both wrong, it's Werewolves that hate silver, it's the only thing that'll stop them".
Then I return to the standard "It's not real" and try to move the discussion onto something else.
I don't think you'll stop your ex from saying inappropriate things to your DS, I do think you can accept this and adjust how you deal with it.
If you have an aversion to all things 'monster' YANBU to worry, you can be calm and explain your feelings about your child without getting angry, use it as an excuse to really talk with your DS about reality/fantasy, life/death, good/bad and everything in between, they're wonderful chats to have and sometimes I don't do it enough.
My FIL is having a difficult time with Alzheimer's at the moment and my boys have witnessed things I wouldn't wish for them to see, but they have seen it and can't unsee it so we talk a lot. My children are older (5 and 9) so the conversations are more complex. Try not to worry.