Legally, a threat of violence can be considered an assault. You should check your state and local laws. Police can mean well, but they don't always know the ins and outs, and sometimes they WILL brush you off if they think your claim isn't serious enough. Sometimes they think that a person is over-reacting, and there are more important cases, blah, blah, blah... I really suggest you get as much information as you can to protect your own interests.

If he keeps escalating, buy a gun, and get the proper training to use it. Take a self-defense course. I recommend Aikido- it's all about pressure points and physically weaker combatants being able to take down stronger opponents.

I will pray for you and this man. Just stay safe, and don't let him control your actions.