"If I can't have you nobody can"

My ex has been saying this a lot lately because he is upset over me being with my now boyfriend. He keeps threatening to end our relationship and says that if he cant have me nobody will. He is literally starting to scare me. I don't feel like he wants to hurt me but I feel like he wants to hurt my boyfriend or worse. He never abused me during our relationship together but he threatened suicide whenever I tried to leave and tried killing himself when I eventually did leave him. He has said recently that my current situation (me being with someone new) is driving him literally to the brink of insanity. He refuses to move on and is dead set on me being "the one" for him or his "soul mate" as he puts it. He says we are one and god made me for him. I think he has literally gone insane and I don't know what to do. Any help or advice is appreciated.