But I digress & this is not my thread.
I only partially agree with Hot Wing. While I agree you should probably not rely on the other employees if they are saying the party is not planning revenge. I strongly suggest you continue to listen to them and pay particular attention if they should mention the other party IS planning some retaliation.
Good luck with your situation, and as others have said, be sure you say nothing bad about this former employee to ANYONE unless your employer's attorneys direct you to do so.