I'm terrified of my girlfriend being friends with her ex
Why don't you want her to be friends with her ex?
Because he broke her heart and I don't want her to feel sad
That is kind of you.  It is okay to want the best for your partner and not see them hurt.
Nah. I'll make a scene so he leaves and she be loyal to me bro!
I don't think making a scene is the right option here. You should just sit down and have a chat with her about it.