How to deal with my fiance's ex girlfriend?

One of the girl’s my fiance use to date sent both of us an email telling me off for not letting him speak to her, and asking him does his friendship with her mean so little. By his own choice he stopped contact with her, and by his own choice, when she sent that he logged into both of our accounts and blocked her… the next day she sent him a photo on his phone of her kissing another girl and wrote ‘would this annoy her’ My fiance told his best friend to tell her to leave us alone and later on she sent him another txt message at 2 am telling him sorry, and that her friend sent that photo to stir things up and that she was just a mate…
I would just like to understand why she is doing this, does she still have feelings for him? whats her purpose in even bothering to do this much…
The other night we were with friends and we were in the same cinema another one of his ex’s were in…. she walked out with her friends and at a house party she also brought up his name to a friend of his stating he probably cheated on her (which his friend said never happened, though she cheated on him) and she started to cry… what does this also mean?