Responding to such spams, even with threats, is always a mistake.
If you are going to call the police, do it, but responding to such texts will just get you more messages. What you have done is tell them that they are successfully getting the message to a live person.
Never threaten. Act.
P.S. The police may not be able to do much about this sort of thing unless it is someone you can identify, and I doubt that is the case here.