Abusive father

So, my dad is taking meds that make him really abusive. Yesterday he had a full freak out and threatened to kill me, my fiancé, his family, and everyone i love. I plan on leaving today, and move in with my fiancé. I just want to make sure my mom and sisters are safe. I told them that when they feel like they are in danger and cant get the courage to call the police to let me know, and i will call. I am also nervous in leaving because I obviously have never just up and left a place i know. Part of me doesnt want to leave, but at the same time, i cannot stay here anymore.