If you can find a way to record these threats, that would probably be a big help later on. The legalities of threatening statements are murky and filled with technical requirements and pains in the keister. I bet cops are not exactly overjoyed when they have to deal with it.
You may want to do a pile of reading on your state's law in this area. You will find out the lay of the land at least. If you can build a sort of checklist of things that are needed for this schmoe to go to the can, it will help you help the cops.
Good luck.