The former Hear’Say singer became upset while giving evidence as she told the court how Royal Mail had found an air pistol addressed to her.
“It just felt extreme on every front,” the 47-year-old said.
She explained she was initially not told about the post to avoid worrying her, but was later shown a list of items and photographs of some of the letters by her employer’s security staff.
“It was very clear, very quickly, that it was a highly volatile selection of items,” she told prosecutor Timothy Sapwell.
“It was a huge shock, especially the extent to which it had escalated. It’s a huge violation. It’s sheer terror, really.”
Windsor, who has been diagnosed with schizophrenia, called Ms Klass a “naughty vixen” in one of his letters. He also sent Mrs Breathwick a letter saying he wanted to go paddling in a lake with both women while drinking champagne.