What to do if my ex-girlfriend is threatening to sue me for cyber bullying and harassment?

If you are making statements about her which are false and she suffers damage, such as lost income, due to your statements, she could sue you for defamation.  This could also be considered harassment or invasion of privacy, depending upon the nature of your comments about her.  Even though you do not refer to her last name, anyone who knows the two of you, likely knows who you are referring to.  Perhaps you should find a different podcase subject.