People like that piss me off.
Blackmail is a felony. (At least here in America and the laws vary from state to state.)
Call the police.
Great theory, but they honestly won't do anything about it. They want kiddy porn and life threats which have a good probability of occurring.
Police were notified Tuesday. Then more higher up police on Thursday. They're doing whatever they can.
People like this guy often seem to think that it's only illegal if they make good on their threats, failing to see that making the threat in the first place is illegal in itself.
Don't expect too much to come of it, especially if the guy is in another state. If you keep on them, the cops will probably tell you to "Contact the police in the person's local area."
Most cops don't want to deal with it because they don't know how to deal with it and don't understand the law enough in order to actually do something about it.
It's just like the whole identity theft issues where a cop says, "Oh, they live in the state of Bumfuck and you're here in our state? Well, contact the local police in Bumfuck because we can't do anything about it here." It's lazy and the wrong information to give someone.
It may be illegal regardless of his intent on carrying out the crimes, but there's not going to be a lot done about it even if he does do it.