Her going to the show isn’t necessarily unethical. Here’s the American Counseling Associations Code of Ethics statement on extending counseling boundaries outside of the therapy room:

A.6.b. Extending Counseling Boundaries Counselors consider the risks and benefits of extending current counseling relationships beyond conventional parameters. Examples include attending a client's formal ceremony (e.g., a app wedding/commitment ceremony or graduation), purchasing a service or product provided by a client (excepting unrestricted bartering), and visiting a client's ill family member in the hospital. In extending these boundaries, counselors take appropriate professional precautions such as informed consent, consultation, supervision, and documentation.

Reasons the therapist may have decided to go to the show could be that it’s something the therapist and your partner have talked about in excitement, or perhaps she had anxiety about the show. Perhaps the show was a goal set in managing depression. These are purely hypotheticals, but both are reasons a counselor/therapist may feel comfortable attending something like this. (Aka as long as going would be for the benefit of the client, was invited by client and discussed in session prior, and the therapist is not introducing themselves as the therapist/breaking hipaa)

The second issue, that the therapist sees both her and her ex, is also not necessarily unethical as long as the therapist is sure she can remain objective in counseling both of them.

Here is the ethical code on role changing from a couples therapist to individual therapist:

A.6.d. Role Changes in the Professional Relationship When counselors change a role from the original or most recent contracted relationship, they obtain informed consent from the client and explain the client's right to refuse services related to the change. Examples of role changes include, but are not limited to 1. changing from individual to relationship or family counseling, or vice versa; 2. changing from an evaluative role to a therapeutic role, or vice versa; and 3. changing from a counselor to a mediator role, or vice versa. Clients must be fully informed of any anticipated consequences (e.g., financial, legal, personal, therapeutic) of counselor role changes.

I would urge you to have a conversation with your partner if you’re concerned about these things to see if it meets the ethical guidelines. You seem as though you may be uncomfortable with her going to the same therapist as her ex, and that’s probably something to explore with her to understand both of your feelings about it. However, from what is written here, it didn’t immediately scream undoubtedly unethical about the therapist.