NoDay,
I can't give you legal advice, but I strongly suggest you get some. The threats about "telling your secrets," that you are on his "list of people he wants to kill" ought to be enough to get you a restraining order. Since you have sole custody and he has no visitation rights, there should be no reason for him to have to contact you.
If you can't afford a lawyer, call your local domestic violence hotline and see if you can get some free/low cost legal assistance. Alternatively, call your local police or the prosecutor's office. At best what he is doing is harassment, at worst, terroristic threats.