Harrassment by ex girlfriend and her boyfriend

Hi....I am a Hindu. And met a muslim girl while I was traveling in train in January 2017. We had been in a affair till April 2018. During our relationship we had physical engagement but as time passed by her true nature was revealed and she was not loyal and she had previous boyfriend as well she told when I asked about her past. He had an eye on her bhabhi as well and she told that this was the reason for their breakup. After some months during December I tried to leave her but she won't let me go. So I tried to take the path that her previous boyfriend took. So I started to talk about her bhabhi some vulgar things so that she may leave me just like she left her ex boyfriend on WhatsApp chat. but at that time it was like a joke to her but she kept the chat. in April 2018 I moved to hometown without informing her and she would call my father as a friend and then threatened me. So I thought it would be wise to breakup seriously. So I came to.mumbai and told to.breakup. also at this time she met another guy on Facebook and after sometime they started dating. That guy came to know about us and now he is threatening me and my family members. Although I have closed my previous phone number but he has my uncle's number and he continues to threaten me that he will drag me to police. What can I do to resolve this? I told her that I had moved from.mumbai to Hyderabad but I don't know whether they believe or not. I also have some proof pics and chat where she was good to.me...but now things have become bitter. Pls suggest. Both the ex girlfriend and her boyfriend are Muslims.