Employment Law Questions? Ask an Employment Lawyer.
First off, you have started the process off right by notifying the authorities. You need to keep your thumb on the local authorities, but you need to take a step in furtherance of that as well. I would contact the Arizona Department of Public Safety as well and request an investigation into this person. In view of recent events (including yesterday's shooting in Virginia) a paradigm shift is taking place in taking seriously these threats from disgruntled employees. A visit from state investigators may be enough to cause this person to stand down.
As to the legal component of the matter, you need an employment law litigator with a record of litigating on behalf of employers...not just in the context of civil rights litigation. This lawyer will need to explore not only potential civil suits, but also the potential to acquire temporary restraining orders and have the ability to have the TRO converted into a permanent injunction to prevent this person from affecting you guys physically, but also to hopefully ward off the person seeking to affect you legally as well.
As you are doing, in situations such as this one, it is best to be very proactive. Moreover, make sure that all receptionist and the like are aware of who this person is and to alert authorities if they are seen (both supervisors and potentially local law enforcement).
Let me know if you have any other questions. I am a licensed attorney with over a decade of employment law experience.
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Best wishes going forward!