When a boundary is questioned

I once tried setting a boundary with my ex about his yelling. I said “if you continue to yell at me I am going to leave the conversation” and he said “I’m not yelling at you”. I remember being so stuck at that moment because I didn’t know what to do. I am curious to know if there are any tips on how to set a boundary with someone who questions whether or not they are crossing it when you think they are.