His threats sound both extreme and very detailed. And these two factors, plus the way in which he delivered these threats (tone of voice, volume, body language, facial expressions, language used etc), has given you reason to worry that these are not just the usual letting off steam type of things people say in anger but wouldn’t dream of carrying out.
I think he scared you a bit last night, that something felt ‘off’, too extreme, and you are worried that he might actually be capable of going through with that level of violence. Maybe not that particular threat but that level of violence... Have I got that about right?
If your senses are telling you something is off, then I think you should listen to yourself.
We are all experts at human behaviour, and like I said above, you actually had loads of things to go on when he was making these threats - so if you’re feeling something is ‘off’, I think it’s that your brain has noticed that there are definite signals that he’s not behaving in the normal range of ‘angry ranting’.
Sorry, not explaining this well! I mean your brain is a like a massive computer and although you’re not aware, it’s analysing all the small signals that were given out, comparing what just happened against a lifetime of experience in what is the normal range of human behaviour
Eg Level & type of threat: extreme & also feels real world, not fantasy land stuff
Detailedness of threat: very detailed, he’s imagining himself doing it
Level of gore and violence: high!
Planning mentality behind the threat: it sounds like a complete threat, with planning and how he’d do it in real life
Delivery of threat: what was his tone of voice? volume? body language? facial expression? language used etc
Basically your brain has already chugged through this analysis in the blink of an eye, and it may not have told you the details, but your brain has given you the main summary of all that work... which is, something is off, this guy doesn’t feel safe.
He’s not reacting like safe people do, and that thing about him acting like people are watching him all the time doesn’t sound very stable either.
It may feel sad now, or go against you wanting to comfort someone ‘in need’, but you need to look after yourself first... it always has to be your safety first. So you need to carefully back away from this guy at the moment. Because you need to take care of yourself. 
The way you’ve reacted to these threats makes me think