Actually do you know what I find disturbing about this? not the fact that someone who you, in your own words, have just met so don't know from Adam, would tell you this but the fact the 2 year old needed to go behind a closed door to do it - that tells me there is something a bit more than weird going on here.
Even when my youngest went through this she would do it in full open view and not hide it away. It's almost as if she has been told it must be kept secret? And my youngest never did that with her finger/s
If you need to ask here does that not tell you you are worried? What do you think you should do? Is it better to have a visit (for the child) from SS or better that you sit wondering *what if*.
Personally I think you are right to feel disturbed