She's not spending the night with just anyone.. she's spending it with her dad. I do, however, understand your concerns and would have them myself were it my child. As many times as you've been to court, however, tells me that in the courts eyes there isn't a reason this father should be kept from his child.
What I would do is pray while she is gone, and then check her over from head to toe when she gets back home. If she seems traumatized by the ordeal, then call CPS and have them investigate. That shouldn't cost you anything and might give you some peace of mind.
Sometimes when people go thru breakups, esp if they are immature, they say and do stupid things out of anger and frustration. If he's past the breakup, you might get some peace of mind by realizing that his "threats" were likely just him blowing off steam. You might also research whether or not he has applied for a passport for your daughter. If not, then you don't have to worry about him taking her out of the country. Right now its taking longer to get a passport, and if you find that he's applied for one, you can get a judge to pull it.