The question is: why haven't you reported it yet? Why not right away?

If what you're saying is true, then he commited a felony by threatening you with harm, particularly with harm by a weapon.

If you don't report him, he will be empowered to do it again, and then you'll be partially to blame for not reporting it.

You have an obligation to report this, and hopefully some witnesses can verify your report. It's not up to the police as to whether they should charge him or not. It's up to the DA.