First, definitely call the cops cause threatening to kill oneself is a big ole red flag and needs to be taken seriously. If it becomes, or is, a reoccurring incident, then ... you can take another approach. This may sound unseemly, but you can try and record this behavior.

Record any behavior that can be deemed harmful, abusive, subversive or anything you find alarming and abnormal.

It's always better to have proof of an Ns wrongdoings in case they decide to spread misinformation or lies to protect themselves. (Be careful though, if you think being caught filming will cause further abuse, physical or otherwise, then do not put yourself in harm's way.)

Good luck, and stay safe.