A Ex Employee being continuously threatening

Respected Sir, I am from Mumbai and working for a Pharmaceutical Company based at Hyderabad as a Sales & Marketing Head. I have to control a Team of 100+ Medical Representatives for meeting Doctors across India In September one of my Area Manager based at Bangalore tried to cheat the Company by asking for Sponsorship to a Doctor at Bangalore for Leisure Picnic which was against the permission from Company & Against the Medical Council Of India Despite the disapproval, these two Managers, conducted the Picnic & paid(as said but no proof) Rs 78000 for the Picnic which was against the Company Approval. Sir, these two Managers are continuously harassing me mentally with lots of Threatening Mails & Whats app messages which is disturbing me continuously Sir, Company has asked them to go & they are thinking that I have removed them. Sir, since these persons are continuously sending all unwanted messages, this has disturbed my personal life and is continuously giving me health issues Sir, this issue happened on September 2016 & since then I and my Company People are receiving series of Threats, Disturbing mails & even getting unwanted mails & Whats-app Messages. Also I am getting Illegal words messages Sir, please let me know the Process & Procedure how to go ahead with the Complain as even after Company Seniors tried to make them understand they are not stopping the matter. Sir, I request you to please guide me how to stop these unwanted activities pouncing me so that they understand.