It's a tricky situation as you have no proof either way. However, if I were your DD in this scenario I would be requesting to my ex that DGS and Wendy were not left alone together, to ensure that there is no chance for these situations to occur. I would also be telling DGS that if anything happens again he is to immediately report it to his father. As well as that, I would be providing him with a cheap mobile phone to contact your DD if something does occur and he wants to go home, as you cannot guarantee his father will keep an eye.
It's far better to be cautious and over the top, than risk a child being abused, which (if this is true) is exactly what she is doing. Sadly there have been lots of occasions where people assume a child is making it up and when the person accused is a woman people are far less likely to believe the child.
Does he seem reluctant to go to his dads?