Jealous ex and now stalker

So me and this guy have been talking a month now and we haven't posted on social media that we're in a relationship yet but everyone who pays attention knows we're together ! I had a girl message me today trying to tell me that he is her man and I better not get close. Me and him talked about it and even my bestfriend which is close friends with him and his mother told me that she is a crazy stalker. He told me they stopped talked before we got together but I got all super agitated because she sent screenshots of old texts between them trying to break us up ! I guess she wouldn't leave him alone so he had to block her number and everything but she is still seeing his stuff even with his privacy settings on lock down. To make things even weirder they never were actually together officially. I didn't respond to her as I am a mature adult. Do you think I should've said something or did I do the right thing by not responding ????