My boss's peer's behaviour

This question is about how to respond to my boss's peer's behaviour.

I work in a matrix organisation. My direct reports to me as her line manager. The project she is assigned to is managed by my boss's peer.

I have had some concerns about how my boss's peer has behaved towards my direct. For context, my direct has only been with the company a few weeks and joined the project part way through. But this question relates to the latest issue specifically.

My direct works part-time and today was her day off. She rang me to tell me that my boss's peer had rung her on her personal mobile (cell) phone. The topic was something that was vexing him about the project, but not anything that could not have waited until when she is back in the office. My direct also believes that he got her personal mobile number from departmental records as she had not given it to him.

To be fair to my direct, she did say to my him that she did not think he should have called her on her day off. (I think they are both high Ds!)

However, I think there is a pattern of unacceptable behaviour building and today's phone call should not be ignored, not least because my direct was quite upset/angry about it.

Should I talk to my boss's peer directly? Is 'feedback' appropriate? Escalate it to my boss for her to deal with (I am high S/C so this is my default option)? Any thoughts or feedback would be very welcome.