There is an easy way to solve this if the former employee is willing to sign a document waiving their right to confidentiality.
If not, there is still a very strong argument that you did not breach the employee's right to confidentiality for the very reason you suggest--you were not the employee's supervisor anymore.
The issue, while somewhat complex, would be mute really if you did have a duty to report your knowledge as you originally suggested since the obligation to report would overcome any right to confidentiality, much like a therapist's duty to report certain events overcomes their patient's right to confidentiality.
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