Every time I call the guy I'm talking to, I get a phone call from his ex the next day

[MsJayne]

Respond to her call next time and find out what she wants, or call her back and ask her. It's interesting that you mention their relationship was "messy" and you think she might be calling to warn you about something. If that was the case and what she had to say was true, (for instance, if he's abusive in intimate relationships), she'd be doing you a huge favour. Or, if it's not true, he needs to be informed that she's trying to interfere in his life. Or she might just think that if you're going to be a part of their child's life then it would be good if you were more in contact so that child-related stuff could run smoothly. 

[Lotsgoingon]

She is likely going through his phone every time she sees him. And he's too dumb to delete your number or to figure out that deleting your number only puts your number in a trash or recycle bin, where it can be restored.

Or she might have downloaded an app to track his phone calls. Or she knows his phone password account and she just regularly goes on line to check to see who he calls.

But this is all beside the point. Red flag. Get away. Now!

[jdesey]

oh boy.. she is completely derranged.  I know cause I did this.  She is logging into his cell account online and seeing the phone numbers he is calling and texting.  You most certainly bring it up and tell him to fix it or audios...