If I've got this right - you have a vindictive ex in the picture. You knew your DP as a friend previously. The ex has behaved so badly that you've 'reported her' - presumably to the police. History of verbal abuse and threats of physical violence.
Not a big step to think that she's decided you were the OW and is now seeking revenge.
She could easily get a friend to phone and stir. We got several charming phone calls from a friend of DH's ex. Truly wonderful. Also nuisance calls every time he travelled - at 3, 4 am in the morning when I was alone in the house with DD. Frankly I always expected an anonymous phone call making some sort of accusation but it never came. A friend had similar. Sadly not that unusual.
She said we wanted to have nothing more to do with the situation, but then calls back. If it was via a hook up site then it was hardly a grand passion so why call back once the announcement was made?. One call is job done.
Of course you are going to be suspicious of your DP. That's the whole point - to sew seeds of suspicion and wreck your relationship. And the 'he knows where I live' is a nice add one - suggestion that she is afraid of what your DP will do.
In your shoes I'd do the following. Tell DP that she's called again. Get access to his phone, emails to check everything - including browsing history. If she was one of many there will be proof somewhere.
Anyone who knows you as a couple would know you were away so that's just an easy time to choose. If you can't find anything, and you had no suspicions previously then I'd give him the benefit of the doubt.
If she calls again demand proof - details - which site etc Or do something similar to what I did during a 3am heavy breathing phone call 'oh dear DH's ex - you must find something more constructive to do with your time'. Say something along the lines of 'when you report back this conversation to DP's ex, give her my best will you?'. Then stop engaging.
With the background I wouldn't believe the caller - but I would be wary in the future and keep a close eye on things. You're DP should be okay about that and understand how upsetting this is.