Businesswoman Karen Short, who was with Vince Morse for three years before they split in 2005, said that she spent the night with him at a hotel last December without realising that he was in a relationship.
Short told The Mirror: "I had no idea about Jessie. I was absolutely shocked. I felt really uncomfortable. I rang Vince and asked him what he was playing at but he has a way of turning things around - he can be very manipulative. It was typical Vince. He is a risk-taker and definitely has a dark side."
She also revealed that Morse later suggested to her in emails that they "run away", called her "sexy" and assured her that he was "really done" with his relationship with Wallace.
Since the scandal broke, Morse has allegedly sent Short a threatening email for exposing him. She has now called the police and told the Daily Star: "I felt physically sick when they started to come in. I feel really vulnerable."
Short also issued a warning for Wallace, telling the Daily Express: "Don't do it, take some time and find out who you are marrying."
A spokesperson for Wallace has confirmed that Monday's planned ceremony did not take place, appealing for the actress to "be given some space at this difficult time".