how should i go about getting threatened

(sorry if i left anything out i don’t really post on these i just really need some advice)

For starters i’m 19f, about a year ago i left my ex and turned to drinking heavily and was mixed in with the wrong people

that’s where i met A19f and J40m now A and J started doing harder things like meth and crack and all that, so i distanced my self and eventually moved towns

since then i have stopped drinking and i moved back home, i have a stable job and doing good in life, J came into my place of work and i pretend like i didn’t know him

he came back again but this time i was alone, he threatened me with his gun and i’m not gonna lie i was scared, he kept asking for my number so i just gave it to him and blocked him when i got home

now he keeps showing up to my work and asking for me, me and my manager decided i should text him and tell him that he can’t be harassing me at work he didn’t like that

now he has A blowing up my phone and she’s threatening to beat me up when she sees me at work, what the fuck do i do. with out losing my job.