What to do if my ex boyfriend is threatening me through facebook

My X boyfriend who i left before 4 years have used my pictures on FB and sent to my boyfriend on messenger by using fake ids. He has threatened my boyfriend for 3 months to leave me else he will send all the pictures to his friends.It has happened without my consent.lately, I have got from him and went to a lawyer. She had suggested me a big process.But when it has started, we had gone to the police station and met the police inspector. No FIR had filed.Just they had spoken to me and talked about my past.Then, the inspector had called him and warned on call.They said to close my case after that call.what shall I do? After 4 years of break up, he did a cheap thing against me criminally.I cant leave just like that but they had closed the case.No cybercrime has risen for fake ids.Already I lost my respect.As per the lawyer and police advice, I may contact both professionals to take action in the future if it will happen.But I think it will not useful after it will happened in the future.