Bennett was paroled in 2004 and married again. But he was recalled to prison last year because of his jealous reaction when another man paid attention to his wife at a bar.
The Parole Board has since twice refused to release Bennett, now 55, because of the risk he posed to his second wife, Deborah.
The board's most recent decision revealed that the marriage was over and his wife had "moved on".
Police are now investigating a complaint from Deborah that Bennett sent her a threatening text message from prison.
She said it read: "You don't know what the meaning of evil is, but you soon will".
Deborah said she had contacted Bennett after being approached by the Herald for comment on the recent Parole Board decision.
"I sent Warwick a text message and said I was sick of the media contacting me, because I'm just past all of this, I'm moving on with my life.
"Basically I said to him I think he's an evil person and I think he needs to sort himself out."
She had been separated from Bennett since he was recalled to prison.
But his reply had left her "terrified".
"I'm frightened, I'm frightened of him. I'm just hoping that the parole board never ... hopefully he will stay in prison for the rest of his life."
A Department of Corrections spokeswoman said yesterday police and the prison were investigating.
"We are very concerned to hear of any victim or person being threatened by a prisoner."
Bringing a cellphone into prison was a criminal offence, she said, but prisoners and others could go to great lengths to smuggle in such items.
The Parole Board decision said Bennett had been well-behaved since his recall in April last year, and had earned the "trusted position" of working outside the prison.
He had worked closely with a psychologist to address his "risk factors", much of which he attributed to a recent diagnosis of obsessive personality disorder.
Bennett now accepted he could have been seen as a "risk" to his second wife and acknowledged he was "controlling" in the relationship.
But while the Parole Board was pleased he now recognised an aspect of his personality which others had seen for many years, the members were also cautious.
"At his trial his counsel described him as 'deceitful, manipulative, jealous and possessive'," this month's board decision said.
"Those aspects of his personality are significant and also need to be addressed."
Bennett's lawyer did not seek his release at the hearing but asked that his client be considered again for parole in six months.
The Parole Board declined to grant an early hearing.
It is the second time Bennett has been declined parole since his recall.
The first refusal was because he "behaved in ways reminiscent of the way in which he behaved in the time period leading up to and following the murder of his wife".
Bennett was recalled to prison after his probation officer said he posed an undue risk of harm to his second wife "as a result of relationship difficulties between them".
The officer also said Bennett failed to disclose an allegation of assaulting his wife in April 2007.
One psychologist told the Parole Board Bennett had "aggressive narcissism" personality traits, which include superficial charm and lack of remorse.
Releasing Bennett without "undue risk" would be possible only when he understood the aspects of his personality that contributed to his murdering his first wife and victimising subsequent partners.
Bennett was recalled to prison after an outburst when Deborah apparently gave her cellphone number to a man in an Auckland bar.
But she told the Herald that was a "total lie" intended to cover up the real reason she had left their home.
"It was just an excuse to make him look good ... he was abusive and threatening to me."
The couple were married after his 2004 parole for the murder of his first wife.
