You are right that he should not be introducing his daughter to one girlfriend after another. He should also be having quality time with just his daughter and not with a 3rd party. He's being immature.
That said, you can't win with an immature person by having screaming matches. It just takes you down to his level, and it builds all kinds of tension that your daughter will pick up on even if she is not heaving the yelling. Moreover, he is going to dig in his heels and say, "Oh yeah? I can have anyone I want over to my house. So there!"
You need to be able to say the word "sex". You need to have a conversation with your daughter about what she heard. How does she know it was sex? (Meaning, what does she already know about it? What has she heard on the bus or the playground or on TV?) What scared her about it? Did she walk in on them? Hear moaning? Think there was a physical fight going on? You absolutely have to be conversant on her level.
The more she can talk about it, the more she will be able to say something, anything, to her father. She can start with asking him if they can have special father/daughter time. She can ask why Giselle is there every weekend. She can ask how long this girlfriend is going to last since the others didn't. She can ask what the noise was in the room and say it makes her afraid (assuming that is her word and not yours). Be very careful because it absolutely cannot be your words in her mouth, or it will a) be wrong and b) backfire with your ex.
I don't think there is much you can do about him having girlfriends over, unless it's written in your divorce or visitation agreement that neither parent can do that.
I do think your daughter can say she wants dad/kid time, or she can retreat into her room if the girlfriend is over there. But if the girlfriend is doing fun things with her and they ave having family dinners, you have to back off. You CAN (and should) have conversations about your own values and how you wouldn't bring a man into th house unless you were very serious, that you value yourself too much, etc., but be careful to stop way short of saying Dad shouldn't be doing this.
You have to encourage her to speak up for herself, not just about this. Girls especially need to speak up for their feelings, dignity and discomfort whenever they are faced with a controlling man. In time, she will have little respect for men who can't keep their pants on, and she will learn the difference between love and sex. You have to help her with that without crossing the line to badmouth or denigrate her father. If you need help from a family counselor, get it. Your physician or the pediatrician can refer you and help your daughter deal with confusing experiences.