The pressure on the scammer seems to be paying off somehow
Things are developing further. I got this message, I should probably take it as a threat. Given that Namecheap has the information of the person behind these domains, a possible report to the authorities could be reasonable.

I agree with your idea, reporting him further to more authorities can help bring him down including all his phishing propaganda. This is a physical threat that should be treated as a huge case of urgency. It might also be a false threat, but his stupidity spitting out this nonsense makes it a case against him.
This should be included in his case file, we should be step ahead of him now just by reporting to reasonable authorities.