If in case there is a next time,
ask your maid to take your kids home first
so that they can go to bed as usual.
No point in everybody (incl the kids) staying awake until 1am+ for this crazy woman.
even if she really 報警, the police will just ignore her.
Unless there are rules on age of users entering opposite-sex changing rooms in your private club,
the rule in HK permits kids of 7y to enter opposite-sex washrooms and changing rooms.
(this rule applies to changing rooms managed by LCSD and is a good reference).
I have had similar experience, in the washroom of a centre, and the woman was very obviously crazy.