Police Scotland have arrested and charged a man after Morelos, 23, claimed he saw someone lurking around his Lamborghini.
A source later told the Sunday Mail in Scotland that the suspect told police he had been hired by the Gers ace's wife, Yesenia.
She denies having anything to do with it, as does Morelos.
Today, Yesenia took to Instagram to tell followers of the "beautiful feelings" her pregnancy is giving her.
But she said the past months had not been a smooth ride.
Yesenia wrote: "Being pregnant has awakened in me the most beautiful feelings.
"Although everything is not rosy, I am fortunate to live (out) one of the most beautiful experiences of a woman who is to give life."
She had earlier tweeted of the police incident: "Show me the evidence where it shows that it is me.
“I give you some advice first verify that the information is true and do not give news of which you are not sure.”
And Morelos himself told VBar de Caracol Radio: "We hope that the person who was underneath the car tells the truth, who did it, because my wife had nothing to do with it.
"Yes there was a guy under my car, we don't know who he is.
"There are lots of things we don't know. But we are remaining calm and trying to get to the bottom of it."
The source had earlier told the paper: "He (the alleged investigator) was worried about the things being said between fans online, particularly the idea that someone was attempting to harm Morelos by cutting his brakes.
"After taking legal advice, he thought the best thing to do was hand himself in to police and give his side of the story.
"He has told officers he is a professional investigator who was hired by Morelos’s wife. The police thanked him for coming in and taking this responsible step."
After Daily Star Online approached Police Scotland for a response, they issued a statement reading: "A 29-year-old man has been arrested in connection with an alleged breach of the peace following an incident involving a vehicle at a secured car park in Glasgow on Tuesday 28 Jan 2020.
"A report will be sent to the procurator fiscal."
Last night, Rangers beat Hibernian 2-1 thanks to a late goal from new signing Ianis Hagi.