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Every state has a procedure whereby someone who may be a danger to himself or others can be involuntarily taken to a mental health facility for 72 hours of evaluation. From there, if the doctors in the facility believe that there is a danger, they can involuntarily commit him and treat him until the person is not a risk, even if the patient wishes to leave. However, if the doctors who evaluate him do not believe there is a danger, as appears to be the case here, the state does not have the right to keep him past the 72 hours and he must be released.
So, unfortunately, all you can do is to continue to report the threats as a crime and/or to report him to the authorities as a danger to himself and others. From there, if, medically speaking, the state's physicans agree with your assessment of this person, they will institutionalize and treat him. Otherwise, unfortunately, the law does not allow for the mandatory help that you feel is necessary.