It's curious you don't know what country he lives in, nevertheless, any type of extortion would be of interest to the police..and to interpol, depending on where he comes from. My first thought, would also be to ignore him, but that depends on just how seriously he takes his masochistic roll. It's obvious he still wants to control you...and honestly, there is no reason to suppose he would just lose interest if you don't perform to his satisfaction, the roll you've been 'trained' to play.

I agree...call the police. Save everything you have, emails et al, to show to the police (and don't discount the feds.....FBI, Homeland Security etc.)

Good luck.