I agree with Divine--the email sounds like your creep has a helper. Most bullies and jerks do; they're too weak and afraid to do their own dirty work so they hide behind 'helpers.' Best thing you can do is delete unopened any email from unknown and likely untrustworthy addresses (change your email address if you can); tell your therapist you received a threat in that email, and if anything else happens untoward that you think is coming from this creep--go to the police.