Smells like an incel to me. On a happy note, guns are illegal in Canada, he can't get far.

This sounds SO familiar. I've been through something like this before with all the threats and "exposing," and as much as I thought of "fleeing" I simply refused. My thought process goes along the lines of "I shouldn't have to give up a game I enjoy just because of some toxic player".

Honestly, you just have to block him all over, keep blocking him until he gives up. It's a long process, but it mostly works. He's not worth your time and not worth being upset over and I lowkey bet he's bluffing, if not, then what can I say? Even if your personal information leaks, what will happen really? Would he really be willing to show up at your door? Let alone some randoms? Dial 911. Part of the problem solved. I'm not saying it's not something to be afraid of, heck I'd start panicking if my address was ever supposedly leaked, but I feel like all he could really do is mail random stuff to you lol.

As others have said, perhaps higher staff can take a look into this, since this type of behaviour is hella-not-okay.