1) File a police report, she has a death threat from her ex. Tell them she is scared for her life and he is crazy, that is the reason she left him. They may or might not be able to do anything at this point. The reason for filing reports every time he threatens her or harasses her is there is a report filed at the police station. Which helps you build up your case against him.
2) Get a restraining order so if he does talk alot but doesn't go through with it, she can still press charges if he comes around. If he comes around looking for trouble and you have the restraining order, it's in writing that he knew to stay away, but ignored the restraining order. This makes him look like he came looking for trouble or is following up on his death threats. If he comes around and something happens with the order in effect he looks like the guilty one, you were just defending yourself. Furthermore helping your case and also making you and your girlfriend look good.
3) Get a recording device for the phone, so when he calls and talks ****, or threatens her life again she can report it. One persons word over another can go wrong sometimes. But if you have the recordings of him harassing her, and threatening her life, that's hard evidence against him.
All this simple stuff adds up against him. If something does happen between you and him all this stuff makes him look more guilty. Especially if someone gets hurt, it's easier for a self defense case if it gets that far. ( He came looking for trouble, he broke the protection order, you have the filed police reports, and the recordings of him threatening her life). He made death threats against her and he is crazy , you were scared for her life and yours.
Remember the more evidence you have against this guy the better.