How do I handle threat on my dogs life?

this morning a friend and i were getting ready to take our dogs to the park my dog was not on the leash because he was nearly loaded in the car... at which point he got away and ran after my neighbors dog to try to play. My dog is a german shepherd and my neighbors dog is a daschund, my dog is super dog friendly and i knew he was only being playful... when he didn't come to my call i ran to get him, but by that time my neighbor had caught his dog who was also not on a leash. When he got his dog he came up to me yelling in my face that my dog had better not go on his property one more time or he would kill my dog. He kept coming at me yelling and i kept backing off, at which time i began to fear for my own safety. I suffer from debilitating depression and anxiety issues which are mostly controlled with meds but when my friend and i got to the park i broke down in tears and later at walmart i became anxious about any male of his build who came near me... i am not only scared for my dogs safety but also my own. What is the best thing for me to do about this? What should I do about this? i want to call the local authorities.