If someone is threatening you over the phone, you'll need to get the authorities involved.
Start by documenting anything you remember, and continue to document as you get these calls. If they're texting you, even better. Document those too.
Then you're need to file a police report with your local authorities. Give them any and all relevant data you have on the situation.
Afterwards, contact your service provider and explain the situation to them. Make sure to have the police report number on hand, you'll be taken more seriously that way. Ask them to see if they can track the number and block any communication coming from that number.
Unfortunately these situations are above our level of in-depth and tangible help, but I hope that the steps I provided for you will help you resolve the situation. Be sure to follow up if the situation persists with your local authorities and your cellular service provider.