From where I sit, you are living in a foreign country where you have no rights to speak of, and the person you are living with just threatened you VERY CLEARLY (as in "if you dare do X again, then I will do Y to you"). I don't see why you would want to delay at all considering how quickly he has escalated. A phone call costs you nothing, is immediate + gives you the feeling that you are being proactive in planning your escape. It is an action rather than a thought. Your friend is away for a few days...what if something were to happen before she returned?
You might be thinking "no, that'll NEVER happen"...but then, did you ever think your partner would threaten to put your head through a wall?
Just my 2 cents.