Repeated death threats and he knows where you live? I would report it to the police and there's no reason for her and this maniac to talk to each other. She's not in a position to "fix" him. If she doesn't support you, like others have said, then there's your answer on her loyality. If he punches holes in walls with her around what is he capable of doing when he shows up at YOUR family's home? I would also find out what kind of car he drives and be careful the next time you or your family do the Wally walk.
There's no reason to ever talk to this guy. I handle conflict situations all day long and these types of guys aren't going to "vent" and be over it. He'll vent until he gets what he wants e.g. causes enough strife in your relationship to where y'all will break up. If he has any clue that she's downplaying this situation then that will enable him to pick it up a notch.
Take care and my prayers are with you and your family, and this guy as well...