Your ex following you on all your social media is understandable, but his current one seems a little funny, but on the other hand, I don't misunderstand her at all because she might be jealous of you and have in the back of her mind that maybe something is going on between you and her boyfriend - your ex, that is -, or he simply hasn't let go of you and has given her reasons to follow you everywhere.
Because you don't know what kind of person you're dealing with and they might be sending you strange messages, what you have to do is keep these as evidence and talk to your ex, block her from everywhere and don't deal with her at all.
You don't have to have a give-and-take with your ex's current life, only in special cases can it happen and this is a very rare phenomenon.
On the other hand, maybe the current one sees some signs that she doesn't like and wants to discuss it with you because you know the specific person - and this is a rare phenomenon, but it does happen.
Don't worry about his current situation, because it's not worth bothering with, nor stooping to her level. Continue with your life normally and let others talk about you - you know that those who are still concerned with you mean they have nothing better to do with their own lives.