Sounds like you want to keep your gf. If you want to keep her, just give a casual denial and confusion. If she blows up on you, disbelieving you, then you're in trouble, but if she actually wants to stay with you, she will believe the lie. Your reactions need to come off as clean and unconcerned, because your answers to her confronting you are going to dictate whether or not she believes you (as much as the facts could). However, that being said, it sounds like this is a fairly complicated social circle you have going on. It will cause quite a bit of divides in the future, and if your rep isn't already twisted by your behavior, then it may well become so. If the white knight doesn't get his form of justice, getting you in trouble or whatever, then he's going to remember, and they like to talk.

Should note, communicating a threat is typically a criminal offense, definitely don't recommend that. Plus, that's a pretty guilty move from anyone's perspective; you typically don't roll around making threats if you're innocent, and that could embolden someone with a Just World theory rattling around in their head.

Just think about what outcome you want from this and it sounds like inaction is your best option. As long as you don't act like a fool, this could blow over pretty easily. I've gotten out of some pretty serious (social) accusations myself by simply letting others draw their own conclusions.