Maximinus Thrax
Expert
Screen shots of the threats and take them to the police, start a paper trail of the threats, maybe file for a protective order and always carry
^^THIS THIS THIS^^^
Screen cap EVERYTHING he sends you and record any conversation you have with him. File that information as evidence and keep your own records. Carry at home and when you're out and about and keep a watchful eye on your family.
Also, talk to a lawyer. You may not need one on retainer but having a conversation with one ahead of time would probably work to your favor in this case.