Call a DV hotline. Explain what happened (and the several other incidents, too). Ask their advice. They are experienced with this sort of thing and can give you better advice than any of us can. Also, I don't know about where you are, but where I am they have advocates who can help with the legal stuff. They will appear in court with you, and they can even help your attorney advocate for your rights and safety. If the police will not protect you, you need to seek out those who will. IMO, having a gun in house with small children and a crazy ex is a recipe for disaster. Imagine how much time you would spend in jail if he had been shot......
L