I have not read all the advice here, but enough to realise that you are between a rock and a hard place. As has been suggested, taking unilateral action could result in your being arrested yourself. In the words of Mr. Bumble (Charles Dickens, Oliver twist) ��If the law supposes that,� said Mr. Bumble,� �the law is a ass�a idiot. If that�s the eye of the law, the law is a bachelor; and the worst I wish the law is that his eye may be opened by experience�by experience.� �
I would advise that firstly you keep documented, timed records of threats. It may be expensive, but try to gain help from a legal professional. All records forwarded to the police and said legal professional. The police, at least so that they are aware you have records of events and reports to them. You will at least have a record of events. The police will be, perhaps, little more inclined to help should a physical attack occur.
Alternatively, although I do not advocate this, go and see them and take some friends and a baseball bat.