I'm glad you're finding at least some relief. I'd make a conscious effort to maintain a confident and 'matter-of-fact' demeanor, but I wouldn't carry that to the point I came across as "cold and aloof."
And not sure how I'd go about it, but you mention her Chaperoning a dance, and you're pretty sure TOM? (The Other Man) will be there? I know I wouldn't concur to that too much. You might ask her If that guy is gonna be there. Either way the answer, I'd tend to say something, and say it matter-of-factly, like "You know babe, you're gonna get that guy hurt." If ya did something like that, don't get sucked in to explaining what you meant by it either. Just be cool, and don't offer anything more than that you aren't saying anything else about it 'for now.' I would NOT say "you didn't mean anything by it" or even "you know what I meant" or anything. Just calmly say nothing more about what ya meant.
Of course it'll likely tick her off a bit. But . . .she'll probably mention you said that to him. Give the guy something to think about. A relationship with a woman a guy has to look over his shoulder because of might help make it not seem such a good idea.
Not sure what others here think of my advice, I don't really care what they think anyway, but hey . . .it's something to think about. Even if the guy is more 'physically intimidating' than you are, If he thinks you might be "crazy" and "up to something" . . .so much the better. You would be "up to something" actually . . . . making him think you're up to something, heheh.
Don't be surprised if you find yourself being quizzed for clues by you W either. You could actually re-enforce that paranoia a little then, by saying, with ALL Insincerity: "Of course not dear." with kind of a wry "Cheshire cat" smile.
People here say "be mysterious" . . .well . . . .letting the imagination do the intimidating for you as he imagines you might jump down out of a tree while the sleazeball is taking out his trash one evening or something is pretty mysterious.
I would avoid even veiled threats though after the initial "bait" Saying nothing can say a lot . . .and leaves you plenty of culpable deniability if it ever comes up.
Life may be short, but . . . well . . . it actually IS short, now that I think about it . . . . particularly when compared to planetary formation and stuff.