>>1 Are you stuck in an abusive relationship? As far as I understand, you still like her despite her bullying and threatening you, and I really think that this is beyond something a stranger can help you with, unifying with other victims or a friend seems to be a more or less safe way out, even if she told you to keep quiet. I do not know how she bullies you, is she telling you that you look bad, are significant or is she just throwing your stuff around, bumping into you etc...? I'd really like to know more about the situation.
>>2 I would keep evidence that she did threaten you, but to get the police involved immediately seems a bit over the top. Think about the consequences for both sides.