how is your relationship to your family? would they punish or react worse than him if you told them that he might send these to them? it might be better to admit the nudes and/or communications to your family than it would be to give into those demands... it's highly understandable if you don't but even without much support it might

if you report this to an authority itd be on record, could be beneficial too. but I'd like to believe that in most cases, it's at least familiar reactions from even strict families. (I am also naive, so listen to other commenters as well.)

that said, i highly advise showing your friend the screenshots, because support of any type is extremely important in harassment cases. its entirely possible you will see far worse things from him than harassment, and the support or protection of people you already know helps massively. barring certain circumstances, please please do not hold it in. play it safe!

and in any event, never forget that this was not your fault, and he is the one trying to manipulate you. he's the wrong one (and disgusting one) here. no amount of sending nudes ever gives him any rights to anything further. doubt everything he says tbh, he is not to be trusted.