Personal Harassment and Threatening

I was having healthy conversations with one of my good friend. After some time, she stopped responding. Her brother started threatening to kill me and thinking of blackmailing me by emails and SMS collected. Even I clearly mentioned in one email that if she don't like emails reply back that she don't want or delete it by creating a rule. As per my knowledge their is no offensive email. Once I wrote ''please take conservative steps'' for which he started threatening me. Although I clarified him by replying to it and apologizing for mistake. Till date, he threatened me four times and also warning me to abuse my family and other friends(he will put impact on their jobs). Can I take any steps to protect myself and other probable victims and what type of proofs I may require to prove me innocent also Can I send disclaimer regarding those emails?