Colleague cheated me and now threating me, What should I do?

Indian male female colleagues working outside India in same company. male is senior level than female. Man always cries about bad marriage/divorce in process/incompatible wife, not feel safe comfortable with wife, he is depressed sinking. Female colleague shared life story with him, takes advantage of her life story. After few months of friendship, he proposes, does love drama, says family is namesake, he is alone and not married, has no physical emotional needs in writing, then changes to divorce in process, physically, emotionally separated, says he will wait for right time in writing when girl pushes back, does trust drama, repeatedly coaxes sex, female realises he is fraud, he wants to sleep with multiple women make her his sex slave. She dumps him. He continues to pursue her that she does not know full truth. Female is shocked pushes back and learns from colleagues he is womeniser. female gets angry and starts accusing and exposing him to others. He threatens her to keep mouth shut.