What should I do?What CAN I do?

So I got this death threat on facebook from my girlfriend's sociopathic ex,but I deleted it after I read it because she asked me not to talk to that guy...He has been bothering me for a while.I'm not afraid of him because he lives far away,although I got to thinking...If I had reported him for that threat rather than deleting it, that might have ended the occational nuisance of the messages he sends me.Is there a way I can recover the message he sent after deleting the thread?Is there anything else I can do to put an end to this?He has also hacked her account on an iPod app called TextPlus and from reading the messages he's sent me, I can tell he stalks her and monitors our skype messages almost CONSTANTLY,but more than anything he seems to enjoy sending me hateful messages over facebook.I almost want to shut down my accounts on everything but the whole reason I have them is so I have contact with my girl.I want to be able to text and call her phone but her plan would charge her aunt for that.To sum it up,my main question is can I recover that threat he sent me so I can report it?But I'm open to any help with any of this...or just anything anyone wants to say,really.