Press charges. If this guy reacts the way you said, and he has done it before, as stated by the police, you need to be aware he may also expend a lot of effort to intimidate you.
If the police did not find a gun on him or in his car, then he ditched it. That tells me he is no stranger to the inner workings of the court system and may have very well tossed a stolen gun.
Maybe it is time for you to CC.
That person threatens ALL of us. Apparently he has NOT learned how to play nice.