Crazy ex, who do I report this to?

My ex posted on his Instagram a picture of blood all over his truck and said “don’t mess with me unless you’re trying to be next.” He was physically/verbally abusive to me, he used to point a gun at his younger brother’s head telling him if he didn’t do what he wanted, he’d shoot him. At the time, I was 14 and he was 16. He said it was a joke and it wasn’t loaded so I didn’t report it then but recently, he kept talking about “posting up” to his bm’s parent’s house because they weren’t letting him near his son. I reported it then but they told me I had to go to a police station and there’s none near me.