First of all, I'm very proud of Lily that she didn't blow up at some point. I would have totally understood if she did. I thought about how to handle the situation. At first, of course, I ensured Lily that everything was fine with her pants, and that under no circumstances she should get in a brawl with the kid. We practiced telling him, with a very firm voice, that he was wrong and should please stop it. If he didn't, we agreed that she would simply get up and leave (or finish up her work and leave then), and if she became very upet, she should talk to her teachers. I emailed and talked to a friend about this situation and decided also to talk to her teacher about the situation.
I didn't feel good in the morning but went to pick up Lily from school, and luckily, we were presented with a pristine situation tothe head teacher. She was not aware of the situation, but confirmed that she could see the boy saying those things to Lily, also claiming that his dad had said it. She mentioned that she had never seen the dad at school, and therefore he couldn't have seen Lily ever, but that the little boy would make up things like that. She agreed to have a intervention with both Lily and the kid present, which would have been actually the measure I would have suggested as first step of intervention. On the way back to the car, I told Lily that she and the boy would be called out for a talk at some point, and that she wouldn't have to be scared that she had done anything wrong. I could see that she was so relieved that the issue had been brought up and that something would be done about it.
It is to be seen how the situation works out; I hope that the intervention shows the boy what his words cause and that he's going to stop his behavior towards Lily. Keep your finger crossed!