It's very possible to listen to analog cellphone conversations with a scanner, however, digital cellphones are just that, digital, a stream of data, not an audio signal.
It also sounds like perhaps her cellphone could have been hacked by a bluetooth sniffer, if it's got bluetooth enabled. Someone can sit across the room and use an exploit to grab data from some models of phones (some Nokias in particular were affected) or even dial out from it.
It's also a good idea to disable the location tracking on any phone.
And finally, be careful that the guy isn't a skilled "human hacker", that is, someone who knows how to get information from someone by using deliberately vague statements and actually letting THEM fill in the blanks with their replies...(such as telling her he knows where she's going to be in a leading, vague enough way that she might accidentally give missing details in her reply if confused or scared.) it's a pretty common con artist skill.
Other than that, yeah, freaky sociopaths can work for cellphone companies, too, so take it to the local police, and/or to the FBI with your concerns if the local police haven't any experience with electronic stalking investigations.
Also, if this keeps up, get a pocket digital recorder at any store and record the guy, either by holding the mic up to the earpiece or using the appropriate cables.