If you are genuinely that worried for your own safety and that of your family then plan your leaving with great detail. Have a solicitor ready to serve papers asking that he not contact you or any members of your family or you will take things further legally (injunctions etc.) Anything he does, make sure you log it and report it to the police. Have somewhere to go that is safe. Take only what you need and leave fast. Remember money and material possessions mean nothing compared to your own peace of mind and enjoyment of life. These are just ideas off the top of my head, but they may help. I think that he knows that he can scare you and is using that as a last ditch attempt to keep you.Seeing as how if anything happened he would be the first suspect, he is unlikely to risk prison etc just to get back at you. From what I have been reading about N's he is entering a panic phase where he can see himself losing his supply. That is all (apinful as that is to hear). Remember he is an N so this is not about how he feels about you, more how he feels about how YOU feel for HIM. That is what he doesn't want to lose. You will not be bothered by him at all as soon as he finds someone else to stroke his ego.
Just leave for your own peace of mind, there is always a way. Look into your legal position, find a friend to confide in and get out while you have some remblance of sanity. Good luck and keep us posted.