Fake Vendors Collecting Sensitive Info to be Used to Extort & Blackmail

I just received a PM on one of the the markets from someone who I believe had been running some listings under a different vendor name from which I attempted to place an order from. Later that day, he got banned for requesting 'FE's without previously being permitted/allowed to by the market. A few days pass and I stay optimistic, 'well, maybe he didn't know you had to be approved to request a 'Finalize Early' and maybe I'll still get my product.

Well, just yesterday I received a private message from a 'youhavebeenwarned' demanding that I deposit 0.5 BTC into the address he specified in the message and then went on to list my sensitive info: name, address, etc "just to show you I'm serious" which I ALWAYS encrypt in PGP format and never send to anyone other than vendors. Going on to say that he had all of my order history, and other info he found about me online. I have MAXIMUM security on my account including 2FA and a personalized code to enter before i gain access to the shop that I have to decrypt to obtain using PGP, like I said, the maximum amount of security possible on this particular market.

If I did not comply and just hand over money to this scumbag, he was going to call my local police station and put in an anonymous tip that I was dealing items purchased through darknet markets.

This leads me to believe that that person who failed to get permission for 'FE' that I spoke of earlier was simply trying to obtain as many people's sensitive info in order to black mail them into handing over more money, on top of the money he already ripped off from the other customers.

Any thoughts on what I should do about this? I'm not a dealer, my house stays super clean of contraband. And would the police even take a single anonymous tip that seriously to investigate? I know they're ruthless, but I also know that wasting their time pisses them off quite a bit and that's what it would be, a waste of their time.

I was just gonna ignore it all together and still probably will. I did however clean up my living spaces and ext. hard drives and flash drives leaving no stone unturned juuuust in case something does go down. I doubt it will. But i'm not about to hand over $200 worth of BTC to someone who thinks they can bull and scare people into it.

Anyone else run in to any of this black mail/extortion threats?