We might get murdered

okay, so I started dating this girl after she broke up with her fiancee. He treated her pretty shitty and they never saw each other because he joined the military. She broke up with him and then started showing interest in me after a while.

Her and I have been dating for a few months now and it's been great. The relationship is solid and we have a lot of fun together. There is one little hang-up though...

Her ex-fiancee is going to be back in August and has done nothing but harass her and send her and I indirect death threats. A friend of ours has even gotten messages from him saying how easy it would be to get away with murdering us and blaming it on post-traumatic stress disorder. The guy owns many guns and such and I am now worried for my girlfriend and I's life. The guy seems unstable enough to do it too. I've received hollow death threats in the past from enemies, but this one seems as serious as a heart attack.

so GFF... how do I tackle this one?
(it would be appreciated if joke replies were kept to a minimum.)

Jam it back in, in the dark.