T.V.
J.,
Let the machine pick up and record all messages (if possible), the threat of violence is serious (and a crime) so report the incident or incidents to the police. They may go have a talk with him.
Great that your new friend isn't intimidated by your old friend, hope you are not replacing one A hole for another. The new one sounds nice, but aren't they "ALL" so nice in the beginning? The last thing you need is for two grown men going ballistic in the presence of your children.
By all means get a custody order in place and if the father of your children is so "interested" in their welfare, he can start paying child support and visiting on a court ordered regular basis. Have the child support go through the District Attorney - Family Services office. This way if he stops paying they will go after him.
I don't think the father has any say over who you and your children associated with unless they are a danger to the kids.
Blessings....
....