You can seek a civil harassment order against the person if you wish. Those threats and witnesses would likely be strong probable cause to support the issuance of a stay away and no contact order.
If you are asking if there is a criminal allegation you can make, the answer is "maybe."
When he threatens you, call the police. But, understand that the threat has to be unequivocal and immediate. If he threatened to kill you a week ago and you never called the police nor took any steps to protect yourself, there's not likely any case.