The witness told jurors how she found Iain Packer with a naked female he claimed to have met while dog walking.
The woman left Packer, but ended up returning to stay with the former sign-fitter.
It was during this fortnight, she alleged the 51-year-old refused to let her leave again, took her phone before eventually holding a knife at her.
Packer is on trial facing a total of 46 charges involving multiple women and includes the murder of 27-year-old Miss Caldwell at Limefield Woods in Biggar, South Lanarkshire on April 5 2005.
The woman – now in her 40s – on Thursday told the High Court in Glasgow that she first got to know Packer in the early 2000s before they later stayed at the same flat.
Packer is accused of indecently assaulting her as well as separate charges of physical assault and abduction.
She recalled there being times he would go out – like claiming he needed a cigarette – and end up being away for hours.
The woman eventually became “suspicious” of Packer and started to check his phone.
There was a message that concerned her, but he “passed her off”. She said she would “never get a straight answer” from Packer.
The court heard they were still living with each other in 2005.
The woman was asked about Packer’s “demeanour” around early April of that year.
She claimed he was “grumpy” and “moody”, but attributed that to personal circumstances at the time.
Prosecutor Richard Goddard KC went on to ask the witness about an incident a year later in June 2006.
The court heard she had returned from being on a night-out.
She recalled: “I caught him with another woman who was naked.”
Mr Goddard asked: “Get any impression who she was?”
The witness said: “She did not wait long enough to ask questions. I got the feeling that they had literally just met.”
Asked what Packer claimed, the woman stated: “I was told that it was just someone that he had met while walking the dog, but I don’t know how that ends up you being naked.”
After a row, the witness left, but later came back to the property.
Mr Goddard asked was there then “Incidents” with Packer.
The woman: “Two weeks of hell pretty much. In hindsight, I should never have gone back, but it was made very difficult for me to leave again.”
She alleged, during this time, the door was locked and her phone was “taken away”.
The woman: “Iain was a strong guy. I could not move him. The key was taken away. He had the key.”
The witness then claimed Packer also came at her with a kitchen knife.
He allegedly held it at the “exhausted” woman’s chest.
She told jurors: “I had had enough. I said: ‘Just do it then’.” He backed off at that point.”
Packer’s KC Ronnie Renucci later put to the witness that he did not hold the blade at the woman.
She replied: “He definitely did.”
The trial later heard from a woman who claimed she was raped by Packer having earlier met him at a sauna in Glasgow.
The attack at a house in the city’s East End is alleged to have occurred sometime between 1998 and 1999.
The woman said Packer had sex with her without a condom despite her insisting he wore one.
In pre-recorded testimony, Mr Goddard asked her: “How did you feel?”
She replied: “I felt terrible, disgusted. I did not want to be in that position.”
The woman also recalled pleading with Packer: “Why are you doing this?”
The murder allegation Packer faces is that he assaulted Miss Caldwell by restraining her, grabbing her wrists and strangling her with his hands and a cable.
Packer is then said to have dumped her naked body at the woods as well as got rid of her clothes, phone and other personal belongings. He is further claimed to have cleaned a car.
This was all allegedly done to “conceal and destroy evidence” as well as to “avoid detection, arrest and prosecution”.
The trial, before judge Lord Beckett, continues.