My ex has stolen from me and threatened me - what can I do?

My ex broke up with me back in June. He'd been cheating on me and not seeing me, claiming that he was having a difficult time with work and his mental health. I had been buying his food shopping and sending him money to help but then as he was all ready to see me again after two weeks of nothing, his ex-gf contacted me saying he'd been with her and suddenly was acting suspicious and wanted to know if I knew anything. I asked him if he knew what she was talking about and he admitted to cheating on me.

Since then, I've simply asked for my phone (which I lent him after he broke his) and any money I've directly lent him (not shopping money, just bank transfers).

At first he was civil, saying he'd give it back the next week when he got paid, and then it was the next month, and the next. I could see on his fb that he had been on holiday and on nights out with his ex so I knew he had the money (and my phone which I could see in the reflection of his countless sunglasses selfies). Soon, I was telling him that I would have to consider it stolen and take action if I didn't have my things back by the end of November. He got his back up saying I was threatening him and harassing him but I would have it all back. (Literally, all I have done is message him about my things once a month when he didn't follow through on his word. No threats)

Anyway, its 1st December and I now need to follow through. So I could:
1. Text him and give him another deadline
2. Call the police and ask for their help
3. Take him to small claims court
4. Block the phone with the IMEI number and write off my things.

I could do one or a combination of the above. What's the best thing to do?

Please note, I am scared that if I do anything with the courts or police that he will find some way to get at or hurt me...
My ex has stolen from me and threatened me - what can I do?
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