He sent a picture of him holding a gun and is threatening to kill my friend, help?

Anonymous
There was a guy I met once at the military services. We didn't speak that much but I had his phone number and we texted. He was completely normal at first but the. He started acting stalkerish and sending me strange and kinda creepy texts.

More so recently though he's been sending threats about hurting my best guy friend, saying he's jealous and that he gets jealous easily and keeps saying how he's so in love with me. He sent a picture of his hand before with his knuckles completely bloodied from punching the wall, then sending a text saying 'I'm capable of hurting myself, I'm gonna do much worse for your friend'.
He sent a picture of him holding a gun and is threatening to kill my friend, help?
Just now he sent me this picture of him with the message that if he sees me with my guy friend one more time he will shoot him.
I already knew he owned a gun since long ago because he told me about it at the military camp. And it wasn't until later I found out that he's actually involved with gangs.
And the thing is I've barely even met the guy, I only saw and spoke to him at the camp like a few times and he's obsessed.
I don't know what to do I'm so scared. It's all so unreal I don't know how to deal with the situation. And the police here is so shit they don't do anything until a crime actually happens.

I don't know where he lives but once I did see him in the car stalking me outside my house. I didn't dare go out to speak to him though.
I don't even know how he's seen me with my guy friend because I don't post much on social media of us at all and neither does he even know him or any of his friends.
Updates
+1 y
Clearly I told you guys that the police isn't doing shit. Already told them and they said it's only threats nothing more.
He sent a picture of him holding a gun and is threatening to kill my friend, help?
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