receiving "anonymous" threats to leak nudes

Throwaway account for this for obvious reasons. A couple months ago, I tried to sell my nudes to someone at a rough financial patch , but got scammed. (the money never went through and I got ghosted, cut my losses out of humiliation). a couple weeks ago, I got a message from a strange number threatening to leak them. I thought it was a new scam , so I reported and blocked it. But the same person (from an anonymous account, but like. I know it's them.) found my personal instagram account and messaged me saying if I don't respond, they'll leak my photos. I reported the message for harassment and blocked them, but is there anything else I can do? Has anyone else been in this situation? I don't know what to do and I don't think the authorities will be much help.