Princess, the reason we always advise victims to cease all communications with their scammer is because when they do, they don't have to worry about threats. Outed scammers always use intimidation, threats and insults, even blackmail to try and scare their victims back into compliance.
Threats are meaningless. Scammers are impotent little boys hiding behind computers. They cannot and will not physically harm you. Do not respond to any more of his contacts. Please advise whoever else had been scammed to do the same. You are safe. Think of his anger as empowering for you. You've done the right thing by reporting him and his anger proves that you've hit him hard enough to interrupt his cash flow. Good job!
Reporting him to the FBI won't help. No law enforcement agency can touch him because he's hiding anonymously in Africa and he's out of legal jurisdiction. You should however, report to IC3.gov. They collect statistics and sometime if they believe a scam involves Americans, exorbitant amounts off money or threatens national security, will investigate. Some scammers have been known to have terrorist connections, but that is extremely rare. Most scammers are young, greedy, lazy, African, middle class boys scheming to get rich quick.
