Depends of course on state laws, though I can't see NV being a lot different than others. Up front, you hvae nothing to worry about. Yes, they can get a lawyer. No, they don't have a leg to stand on. Nothing in writing. Statute of Frauds, basically Uniform Commercial Code. Anything of a large amount of money (it's specified, but probably has changed since the last time I looked at it, so I'll leave it open), that is, in the thousands, has to be in writing to be enforceable. They can present you with anything, as long as you have not accepted their offer (Offer and Acceptance are the critical terms in contract law) there is no "meeting of the minds" and no contract. The only liability you might have is for fees if the offer is for asking (as Assaultrifler said). But, according to your statement, that isn't the case either. One problem you may have is with your current listing agent because the listing agreement is usually for a specified period of time, and I wasn't clear whether you had gone past that or not.
The other/selling RE agent is trying to bully you. When they call again, depending on what you decide to do, tell them their lawyer will have to produce an executory contract in court. (Just trying to bully them back to save you time and paperwork for a meaningless action).
As many posters have said, anyone can sue anyone. Why a suit is accepted by a court when the plaintiff can't produce a fundamental document (in this case the contract) is beyond me. They would not be infringing anyone's rights for redress, because the right does not exist because they lack a fundamental part of the case. Even though an oral contract wouldn't work for real estate, even if the court stretched the "Parol evidence rule" there is no evidence backing that. Frankly, this is something that will get thrown out of court.