Do I have a case if my female friend’s boyfriend threatened to kill me, put a bullet in my head and bury me where I wouldn't be found?

I helped a female friend of mine. She was fighting with her boyfriend. Her and her mother lives with him, got them out of the house for couple of days and when I brought them back, he threatened to kill me, shoot me and bury me where I would never be found or cut my head off. This has been a couple of months ago. Since then, I found that he is a level 3 sex offender where we live and he is on probation. I am very concerned for my female friend because she does not want to listen. They argue and fight all the time. What is my time frame for being able to file a police report? I notified his probation officer who was concerned and said I should contact the police but she didn't know if I still had time or not.