Devastated,
Sometimes we need to act before we're ready and I think this is one of those times. You're doing really well. I personally know 4 families who were killed by a loved one who then killed themselves.
I can't tell you what danger you are in. Your son's girlfriend and child should be in a domestic violence shelter where they can receive counseling and be hidden and protected. Your son has taken this to a new level and the police can't protect you. You can make a citizens arrest for terrorist threats. You can get a restraining order. I had to act when my son made threats. I would have taken it as far as I had to if the threats had continued. My heart will always be against taking action with my son, but I have to put my heart aside and use logic sometimes.
There is absolutely nothing you can do now to help your son except pray for him. Please talk to a domestic violence counselor. Go tomorrow or call tomorrow. This is really really serious.
I will be praying for your safety and will pray for your son too.
Hugs,
MG