Mr Judes was questioned in Noumea by police before meeting two of his accusers as part of the investigation.
No charges have been laid.
A senior New Caledonian businesswoman Cherifa Linossier whose allegations became public in February declined to comment.
The foreign ministry sacked him last month but he rejects the allegations, saying there may a plot against him.
Ms Linossier said seven other women reported to her that they were also harassed by him.
