Please no negativity just really need to get things off my chest and some advice or prayers.....

Okay, so I am currently 16 weeks & 4 days pregnant with my first baby girl (Linlee). I’ve enjoyed my pregnancy for the most part so far other than dealing with harassment/threats from my “cousin” and the father of my child. This has been going on since July. I have screenshots/messages of the harassment and threats made by both of them. Mind you, they’re blocked however they both find ways of contacting me to still harass and make threats. Harassment of still contacting me with drama, and the threats were being killed/ getting my ass beat while pregnant. For a while I had my ex (father of my child) still in contact for simple being I was giving him updates on Linlee and talking to him about DNA test. I recently just blocked him because he got upset with me/made the threat of killing me because of the fact that I am currently seeing someone and he is jealous At first I let it just go, however I feel as if I need to contact the police about the threats and harassment. Was wondering what you ladies think? Should I just let it go, or should I do something about it this time? I’m very concerned for the safety of my unborn child. Some other things bothering me being jobless at the moment, finical issues, etc. It’s just all sitting on my shoulder and I really don’t know how to cope with it. Yes, I have been applying to places, currently trying to find another vehicle as I sold mine to pay last months rent, attending cosmetology classes, etc. I just feel as if I fail my child already and nothing hurts worse than that 😔 Ladies, I’m at lost of what I should do or where to pick myself back up....