IMHO you dont have to proof that you got the loan elsewhere, but apparently this user sees it differently.
Since the trust system is not moderated you will get no help from mods in this regard. You have to talk to the person in question or ignore the rating.
In this particular case I would suggest you ignore the rating. Why?
#1 They claim a member account is not valid collateral while its commonly accepted as such ->
https://bitcointalk.org/index.php?topic=1213291.msg12725684#msg12725684#2 they are not part of the default trust network, thus their rating will not influence your overal "score" (the flashy green/red/black numbers) and will be disregarded by most others
#3 they worded it "I believe he is trying..." and gave your thread as reference. Anyone that is worth trading with will read the thread and IMHO still trade with you.