I'm a little surprised there are so many people thinking he's cheating when it simply doesn't add up. If you've got the balls to tell the wife, then you're going to give her as much information as you can to help her find out more (that is a decent person would).
1st fake flag: You've been receiving messages from someone and it's always the same one line.
2nd fake flag: You ask for evidence/more information and get radio silence:
3rd fake flag: They "can't screen shot" from their phone... ALL phones now that can use FB or FB messenger have the ability to screenshot (they're smart phones), so I'd ask for her phone model and you'll find a "help" guide for her.
4th fake flag: She "can't/won't" give you his phone number so I'd ask "okay well if you won't give it to me, can you at least tell me if it ends in [fake last 5 digits or whatever]? Bet she either doesn't confirm or deny.
The blocking her thing is not unusual at all. I'm constantly getting messages from weirdos. I not only block them, I also report them.
You said it kind of works out around the time he was gone for Christmas... not only his work colleagues would know this, so would your friends and family as well as his.
I'm not convinced it's someone from work. It could be someone who was cheated on and your DH did talk to her, she felt flattered and has convinced herself there's a love connection. It could be someone who's jealous of you (that you know) and is trying to make your life difficult.
The only thing that's making me think work colleague is that his work colleague is also involved. I would check with a few other (married) work colleagues if they've heard of X. I would have your DH's work colleague unfriend her on FB and ask whether anyone knows X or has been receiving weird messages "because you think her profile was hacked" (just in case people do know her).
When you did the reverse image search, did you use: images.google.com/ ? Download her profile photo and upload it into that if you haven't.
I honestly think your DH is telling the truth about this woman, but I would be curious how many people have been affected (and then I'd report/block the profile).