Great update! So pleased for you.
I definitely echo, get legal advice and ring 101 to explain the circumstances, and ask for your home to be tagged should you ever need to make a 999 call. Ask for their domestic abuse team - not all front-line officers are completely up to date with coercive control.
Even though it's unlikely he'll follow through on his threats, don't be complacent, esp with his parents prodding him over their "rights" (they have none). That said, if you allow DD contact with them, they can establish a "bond" that if you later in life try to cut, they can argue over. So, harsh as this may seem, don't give in to any emotional blackmail. And do NOT let ex have her unsupervised, at any venue! Until a Court Order is in place setting out precisely the terms of his contact, he can keep her as long as he likes - this has happened! If he truly cares about his child, he can see her at a neutral venue, or your parents.
So, start setting the paper trail. Keep a detailed journal about his behaviour. Ring Women's Aid/NCDV or your local council's DA department. Talk to your doctor - you've been through trauma, and as much as you would have tried to shield DD, she may well have been witness to or even directly received abuse. So, get this noted.
Also, if you establish enough evidence for abuse, and are below a certain income level, you can get Legal Aid.
Hope your parents changed the locks? In other practical matters, pack up his things and get them out of your house, do an intense spring clean and redecorate at least something! Most of us get new bedsheets. 
Again, so happy to hear your update! 