I fully empathise with your situation and will explain what your rights are in this case.
First of all I must make it clear that your rights will be somewhat limited due to the length of time you have been working there for. In order to make a claim for constructive or unfair dismissal, you need to have at least 2 years' continuous service, which you do not. This means that your employer can either dismiss you, or you can be forced to resign for more or less any reason without being able to challenge this any further. The only exceptions are if you have been subjected to discrimination which means being treated less favourably due to a protected characteristic, such as age, gender, race, disability, etc.
So if you are subjected to such threats and believe that as a result you can no longer continue working there, you may be forced to resign but cannot take your case any further.
However, you will have other rights, for example if you have actually suffered an injury or been assaulted, it can potentially give rise to a personal injury claim and you can pursue either the person responsible or also the employer if they had failed to take reasonable steps to minimise the risk of you being injured when they knew it was a possibility. However, this can only be pursued if an injury has been incurred.
Similarly, if you have been threatened on two or more occasions then it could amount to harassment. This is both a criminal and a civil matter. Under law (specifically the Protection from Harassment Act 1997 in civil cases and the Criminal Justice and Public Order Act 1994 in criminal cases), a person must not pursue a course of conduct which amounts to harassment of another and which he or she knows or ought to know amounts to harassment. Although there is no definition of what specifically amounts to harassment, it would usually include alarming a person or causing them distress and must have occurred on at least two occasions.
Under criminal law, and if this is reported to the police who then take action, the punishment for harassment can be imprisonment and/or a fine. A court may also impose a restraining order for the purpose of protecting the victim.
In addition to criminal action, a civil claim can also be brought against a person who is alleged to be guilty of causing harassment.
So in the first instance the police can be contacted and have this reported to them as harassment. However, they will not often get involved in trivial disputes so if they believe that this is not serious enough they could refuse to help and advise you that this is a civil matter. In such circumstances, the offender could be warned that their actions are being treated as harassment and that unless they refrain from such behaviour in the future they will be reported to the police and legal action will be taken against them.
Finally, you have the option of raising a formal grievance with the employer which would prompt them to investigate this matter and deal with it as they see fit. However, remember that they can also dismiss you at any point if they want to and will be acting legally and you cannot challenge that, so if they believe you are being a nuisance over this and are making things more difficult for them by raising these formal complaints, they can consider dismissal - I know it is unfair but it is legal in this case.