I say forget the cops.  Take it into your own hands.  Be heard.  If he wants to threaten you, make sure he's too scared to do it again.  With the lack of funding that law enforcement has now it's time for citizens to take a stand, show these low-life criminals that we're not going to take it.  Who the hell is he to show up at your house, try to rob you and then threaten you when caught?  Stand up for yourself if the law won't.