He sounds like my brother. My mother really struggled to get any professional help as apparently he wasn't quite dangerous enough, and his problems were considered to be behavioural. Years later, sometime in his early 20s, he finally got a diagnosis of psychosis and autism and was taken into a facility for a few months to have proper care, and now has a social worker and receives DLA. Apparently it's a very tricky combination to manage.
This was all about 15 years ago, which I think is why he wasn't diagnosed as a child/teenager. Mental health diagnosis and treatment has come on a long way since then but we still miss things and have much to learn.
I know that your son's problems are probably very different to my brother's, but the point I am making is that you need to fight tooth and nail to get this taken seriously and get some outside support. His behaviour is not normal, it wasnt caused by you not taking him to enough after school clubs and playdates, it will not be "fixed" by you making more ground rules, and most importantly- you are not coping. You are concerned for the safety of you, your daughters, and him. That's unacceptable and you can't continue like this.
Don't take no for an answer. Keep banging on that door and eventually someone will open it. Every time he gets aggressive or makes threats you call 999. Every single time. Keep talking to the GP, teachers, CAHMS etc telling them that he needs help. Keep fighting.
I'm so sorry that you have to do this. It must be hell.