its water of a ducks back, idol threats are a joke i real man would come face to face with you for a chat, a mouse phones you up (joker),
as for the police it would depend on your area if its worth it, around here you would probably get a community officer and if that's the case you might as well phone the frank, myself i wouldn't waste my time phone in the boys in blue as it was a phone call only.
next time he phone if he does just tell him, listen here sweetheart best thing you can do is hang up your phone an go back to sucking your thumb, then hang it up. then if he phones straight back don't waste your time by answer in it,
i spent many years and i mean years dealing with idol drunk threats and idiots with knifes etc, a real threat you wouldn't see coming or know it till it happened, so as i said treat it like water of a ducks back