My Ex Threatened To Leak My Nudes… What Do I Do

so my ex and i had a “bad” breakup. although it was mostly him being mad about me finally getting the courage to leave his narcissistic ways and actions. he threatened to leak my nudes… how am i ever going to find out if he actually does? i have him blocked on all socials but i can’t find his reddit account and that’s where he would probably post them… there was also rumours about him leaking his ex’s nudes before me, so i wouldn’t put it past him. can i go to the police even just for a threat like that?? it was a blatant threat but luckily i got a screenshot of it before he deleted the message.