Reddit, I doubt you'll care, but I really need some advice, can you help?

So... There's this girl, let's call her Jane, who used to be a close friend of mine. There's a lot of backstory with her, but in short we went friends-> close friends -> romance -> friends -> FWB -> enemies. So since we were friends and obviously had many mutual friends, I was substantially short on friends after our... argument. The few that I did keep... well she's started sending me messages (over facebook and stuff) about how I need to stay away from one of "her" friends, and how they didn't actually like me anyway (Which I'm pretty sure was I lie because I'm quite good at picking up on that sort of thing) and after several rounds of this she seems to be picking off my few remaining friends one by one, threatening me with death if I go near them... now normally I don't take threats seriously (I haven't done anything bad enough to deserve them) but I KNOW her and she's crazy enough that... well, I'm scared. So today I recieved yet another one of these, on a new friend... but I only have like 2 or 3 left... And I'm going to comply and stay away because, as I said, she's crazy. Now, I can't stay away from Jane herself completely because she and I and several of the mutual friends of ours are in band so I see them at least two hours a day. Now, another component of this is that lately, there's been other stuff going on too that has me pretty upset, now combined with the loss of yet another friend... has me slipping into what I can recognize (from experience) as a depression. I suffer from these strange two-year depression cycles, since sixth grade. I was depressed in sixth grade, was fine in seventh, depressed in eighth, fine in ninth. And as tenth grade is almost over for a while I'd hoped that the cycle was over, but I feel it... it's coming back. I just don't know what to do... the one person I've really talked to about this said I should call the police, but I really don't wish that upon her, as despite everything that's happened, I still care for her quite dearly, but she's slowly alienating me and it feels like life is tumbling in around me.

TL;DR: ex-everything of mine is forcing me to abandon all of my friends by saying they didn't like me anyway and by threatening my life if I go near them.