Hi and thanks for writing JA
I have watched your question all day and also go unanswered all day. I think the reason is that there is insufficient information to respond.
Based SOLELY upon what you have posted here, do nothing.
If he asks the DA to prosecute you he needs evidence that he had money in his house and that you took it. It is also impossible to prove a cash theft unless he recorded serial numbers. It sounds as if he is threatening you because he is angry that you left him and nothing more.
If the police have not been around to serve you with a warrant and to arrest you I would say do nothing.
He has nothing to go on and I am sure he wants to hurt you so this is a good enough threat as any?
Let me know if you have more information to add or more questions to ask.
Based SOLEY UPON WHAT YOU HAVE POSTED the response is to do nothing.