1. You have taken a smart step in recording the threats metted by the father of your proposed wife,
2. Lodge a police complaint immediately against her father for the said threat,
3. Send a copy of the said police complaint to the S.P.,
4. File an application u/s156(3) of Cr.P.C. praying for a direction upon the police to investigate and act based on your complaint,
5. After that send a letter duly cancelling the engagement showing the reason that the marriage proposal could not be materialised for the threats given to you,
6. Do return the gifts you have received from her family, if any.