Yes, these kinds of situations where you feel you want to ask a friend if they're up to something regarded as underhanded, are quite tricky @Ella891.

You could either ask the friend, straight up, if they're reporting back things you've both spoken about to that stalker guy - tell your friend you don't like this guy - or just let it go and see if anything else unfolds with the friend of yours. But if you do decide to address the suspicion of spying with this friend, then, have it in your mind that it might affect the dynamic of your friendship somehow. I hope it doesn't affect the friendship but it may well do.

That's basically what I'd do.