Received Threatening Messages, Need Advice

So a couple nights ago I received some really threatening messages that basically said that this person was going to come to where I live and shoot my son in his bed. This person is someone I’ve met three times two years ago. One of those times he showed up to my apartment door uninvited at 2am and I threatened him and told him to never trespass on my property again. (My family lives in a gated community and we never told him to what apartment number we were in) I’ve filed a police report but they told me they can’t do anything until he actually does something which is so anxiety inducing and terrifying. It’s been impossible to sleep the past couple nights and I’m terrified to leave the house with my son. Any advice?