Help!! My Girlfriend Is Threatening To Release My Private Video

Hi Nairalanders, Good evening. I'm a member of these forum but silently don't comment and I've been coming across news like this I thought it was an easy decision to make.My girlfriend decided to post my nude video which we did on video call and I was unaware she was secretly recording it untill yesterday when she sent me the video. She said it's a payback for showing her friend her results of first semester 200lvl.I pleaded with her thinking all was well and she forgive me only to see her ex messaging me and saying he has the video and the pictures.Please I need advice should I report her to her parent or the police about the threats cause I have screenshots of her threats which she deleted after making such threat. Please guys I'll appreciate with any of your advice