Please send me advice

Hello all. I’m currently 15 weeks pregnant.

Okay so I was in a relationship with my ex (baby dad) and it was ok at first then it got abusive. When I found out I was pregnant at first I was really angry as that day i wanted to go on the pill but was too late. He would physically and mentally abuse me. It got to a stage he would strangle me and threaten to kill the baby (I was 6 weeks at the time) after that I immediately left him and moved 4 hours away from him.

Skip it to the last few weeks he got back in my head and i stupidly and naively let him have a chance of being a dad. Well I find out last night his been cheating on me so I immediately messaged him telling him how hurt I am etc. (Just to clarify I have mental health I.e bipolar anxiety and prenatal depression) he then sends me messages about how his taken pills so I told him it’s over and the chance is over. So he sends me messages saying “I haven’t thrown a brick in your face yet” and told my dad to hang himself. I don’t know what to do but feel to take this to the police. Any advice please 😭😭😭