Sabrina, do you know any girl who has been in your shoes?

It seems to me that the only realistic source of protection for you right now is the employer. Even if they end up firing the guy. Because look - he has been doing it for awhile - the blackmail and threats. You say he'd escalate if he gets fired. Do you mean that he would be physically violent?

The reason I am suggesting you escalate to the management is that if he gets fired, you would not have to be tense all day at work. You will be able to relax. Not only will it improve your work performance - I imagine that it is tough for you to do the job while you are in constant worry and he is nearby - but also it will make the overall stress level lower for you. Work will become like a respite from worry.